Modern portfolio theory
英文PPT
MIT SLOAN SCHOOL OF MANAGEMENT Class 11 15.414 The CAPM Class 11 Financial Management, 15.414.
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.
Modern Portfolio Theory The Factor Models and The Arbitrage Pricing Theory Chapter 8 By Ding zhaoyong.
1 FINC4101 Investment Analysis Instructor: Dr. Leng Ling Topic: Portfolio Theory II.
CHAPTER NINE THE CAPITAL ASSET PRICING MODEL. THE CAPM ASSUMPTIONS n NORMATIVE ASSUMPTIONS expected returns and standard deviation cover a one-period.
CAPM Handout
Capital Asset Pricing Models. Market risk is the only risk left after diversification Return that investors get in the market is rewarded for market.
Class 8 The Capital Asset Pricing Model. Efficient Portfolios with Multiple Assets E[r] 0 Asset 1 Asset 2 Portfolios of Asset 1 and Asset 2 Portfolios.
CHAPTER 9&10
&2.1 Trading off Expected return and risk How to invest our wealth? (a) To maximize the expected return; (b) To minimize the risk=Variance return.
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