'Portfolio standard deviation' presentation slideshows

Investment Workshop Topics

678 views • 67 slides

Chapter 7

Chapter 7. Portfolio Theory and Other Asset Pricing Models. Topics in Chapter. Portfolio Theory Capital Asset Pricing Model (CAPM) Efficient Frontier Capital Market Line (CML) Security Market Line (SML) Beta calculation Arbitrage pricing theory Fama-French 3-factor model.

636 views • 45 slides

CHAPTER 7

CHAPTER 7. Optimal Risky Portfolios. The Investment Decision. Top-down process with 3 steps: Capital allocation between the risky portfolio and risk-free asset Asset allocation across broad asset classes Security selection of individual assets within each asset class.

579 views • 38 slides

CHAPTER 7

CHAPTER 7. Optimal Risky Portfolios. The Investment Decision. Top-down process with 3 steps: Capital allocation between the risky portfolio and risk-free asset Asset allocation across broad asset classes Security selection of individual assets within each asset class.

385 views • 38 slides

CHAPTER 6

CHAPTER 6. Efficient Diversification. Diversification and Portfolio Risk. Market risk Systematic or nondiversifiable Firm-specific risk Diversifiable or nonsystematic. Portfolio Risk as a Function of the Number of Stocks in the Portfolio. Portfolio Diversification.

494 views • 29 slides

237 views • 14 slides

Discussion of Portfolio Rho- Presentativity

Discussion of Portfolio Rho- Presentativity. S.E. Satchell, University of Sydney & Trinity College, Cambridge. 12th Financial Risks International Forum Paris March 18th. Discussion . Paper presents analysis of portfolios. Key concepts include representativity and Rho representativity .

274 views • 10 slides

How to calculate Portfolio risk and expected long term portfolio return by Investment Excel

The whole process of calculating long term return and choosing the right risk profile is a complex task. Investment Excel will guide you through this PPT, on how to calculate Portfolio risk and expected long term portfolio return in an extremely easy manner.

74 views • 7 slides