'Capital allocation line' diaporamas de présentation

Portfolio Managment 3-228-07 Albert Lee Chun

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Chapter 7

Chapter 7. CHAPTER SEVEN Capital Allocation Between The Risky And The Risk-Free Asset. CHAPTER OVERVIEW

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Corporate Finance Ross ? Westerfield ? Jaffe

Chapter Ten. 10. The Capital Asset Pricing Model (CAPM). Corporate Finance Ross ? Westerfield ? Jaffe. Sixth Edition. Prepared by Gady Jacoby University of Manitoba and Sebouh Aintablian American University of Beirut. Chapter Outline. 10.1 Individual Securities

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Corporate Finance Ross ? Westerfield ? Jaffe

Chapter Four. 4. The Capital Asset Pricing Model (CAPM). Seventh Edition. Corporate Finance Ross ? Westerfield ? Jaffe. Seventh Edition. Chapter Outline. 4.1 Individual Securities 4.2 Expected Return, Variance, and Covariance 4.3 The Return and Risk for Portfolios

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Risk and Return

Risk and Return. BKM: Chapter 5. The question . . . How much do you punch the accelerator? Greater speed can be thrilling but it can also get pretty ugly. Risk and Return. The Framework. Only two assets to choose: A risk-free bond Some other risky asset Can be some portfolio

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Fi8000 Valuation of Financial Assets

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CHAPTER 6

CHAPTER 6. Risk Aversion and Capital Allocation to Risky Assets. Allocation to Risky Assets. Investors will avoid risk unless there is a reward. The utility model gives the optimal allocation between a risky portfolio and a risk-free asset. Risk and Risk Aversion. Speculation

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Asset Allocation

Asset Allocation. Week 4. Asset Allocation: Risky vs. Riskless Asset. Consider the allocation between the risky and riskless asset. Rf = expected return on riskfree asset. Rp= expected return on risky asset portfolio. Volatility of riskfree asset = 0. W 1 = proportion in riskfree asset.

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Risk and Return: Past and Prologue

Risk and Return: Past and Prologue. 5. Bodie, Kane, and Marcus Essentials of Investments, 9th Edition. 5.1 Rates of Return. Holding-Period Return (HPR) Rate of return over given investment period HPR= [PS ? PB + CF] / PB PS = Sale price PB = Buy price

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Risk and Return: Past and Prologue

Risk and Return: Past and Prologue. 5. Bodie, Kane, and Marcus Essentials of Investments, 9th Edition. 5.1 Rates of Return. Holding-Period Return (HPR) Rate of return over given investment period HPR= [ P1 ? Po + CF] / Po P1 = Sale price Po = Buy price

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Capital Allocation Between the Risky Asset and the Risk-Free Asset

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Summary to Date

Summary to Date. Investing is about measuring and understanding the risk/return relationship Risk Measured through the use of standard deviation Controlled through diversification The Capital Allocation Line The Sharpe Ratio (reward to volatility) The mean-variance criterion

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