'Investment opportunity set' presentation slideshows

Efficient Diversification

Efficient Diversification. 6. Bodie, Kane and Marcus Essentials of Investments 9 th Global Edition. 6.1 Diversification and Portfolio Risk. Market/Systematic/Non diversifiable Risk Risk factors common to whole economy Unique/Firm-Specific/Nonsystematic/ Diversifiable Risk

490 views • 49 slides

Efficient Diversification

Efficient Diversification. 6. Bodie, Kane, and Marcus Essentials of Investments, 9 th Edition. 6.1 Diversification and Portfolio Risk. Market/Systematic/Nondiversifiable Risk Risk factors common to whole economy Unique/Firm-Specific/Nonsystematic/ Diversifiable Risk

1.1k views • 40 slides

Efficient Diversification

Efficient Diversification. 6. Bodie, Kane and Marcus Essentials of Investments 9 th Global Edition. 6.1 Diversification and Portfolio Risk. Market/Systematic/Non diversifiable Risk Risk factors common to whole economy Unique/Firm-Specific/Nonsystematic/ Diversifiable Risk

680 views • 40 slides

Lecture 3: Separation Fund Theorem

Lecture 3: Separation Fund Theorem. Separation Fund Theorem. Contents Recommended reading Investment choices under certainty The investment schedule Indifference curves Optimal consumption decision The money market line Investing and financing decisions

322 views • 30 slides

Asset Allocation across risky and risk-free portfolios

Asset Allocation across risky and risk-free portfolios. Riccardo Colacito. Allocating Capital Between Risky & Risk-Free Assets. Possible to split investment funds between safe and risky assets Risk free asset: T-bills Risky asset: stock (or a portfolio). Example. r f = 7%. s f = 0%.

477 views • 10 slides

I. Consumption Time Preferences

172 views • 4 slides