Modern portfolio theory
Asset Allocation
Equlibrium, mutual funds and sharpe ratio
1 Topic 4 (Ch. 9) The Capital Asset Pricing Model (CAPM) The CAPM The market portfolio The capital market line The risk premium on the market portfolio.
Capital Asset Pricing Models. Market risk is the only risk left after diversification Return that investors get in the market is rewarded for market.
1 Chapter 3 Mean-Variance Analysis, CAPM, APT. 2.
Chapter 3
CHAPTER 9&10
Topic 4 (Ch. 9) The Capital Asset Pricing Model (CAPM)
Fi8000 Capital Asset Pricing Model & Market Efficiency Milind Shrikhande.
