optimal risky portfolios n.
Download
Skip this Video
Loading SlideShow in 5 Seconds..
Optimal Risky Portfolios PowerPoint Presentation
Download Presentation
Optimal Risky Portfolios

Loading in 2 Seconds...

play fullscreen
1 / 2

Optimal Risky Portfolios - PowerPoint PPT Presentation


  • 81 Views
  • Uploaded on

Optimal Risky Portfolios. P.V. Viswanath For a First Course in INvestments. Learning Goals. How does diversification hel p in constructing optimal risky portfolios ? How do we construct the opportunity set when there are two risky assets available?

loader
I am the owner, or an agent authorized to act on behalf of the owner, of the copyrighted work described.
capcha
Download Presentation

PowerPoint Slideshow about 'Optimal Risky Portfolios' - rooney-lucas


An Image/Link below is provided (as is) to download presentation

Download Policy: Content on the Website is provided to you AS IS for your information and personal use and may not be sold / licensed / shared on other websites without getting consent from its author.While downloading, if for some reason you are not able to download a presentation, the publisher may have deleted the file from their server.


- - - - - - - - - - - - - - - - - - - - - - - - - - E N D - - - - - - - - - - - - - - - - - - - - - - - - - -
Presentation Transcript
optimal risky portfolios

Optimal Risky Portfolios

P.V. Viswanath

For a First Course in INvestments

learning goals
Learning Goals
  • How does diversification help in constructing optimal risky portfolios?
  • How do we construct the opportunity set when there are two risky assets available?
  • How do we compute the minimum variance portfolio and the optimal portfolio when there are only two risky assets and no other assets?
  • How do we compute the optimal portfolio when there are two risky assets and a risk-free asset?
  • The Efficient Portfolio of Risky Assets
  • The Separation Property
  • The importance of covariance in diversification