'Portfolio expected return' diaporamas de présentation

Risk Analysis & Modelling

Risk Analysis & Modelling. Lecture 2: The Mean-Variance Model. www.angelfire.com/linux/riskanalysis riskcoursehq@hotmail.com. The Mean-Variance Model. In this lecture we will introduce one of the most widespread models used to measure and analyse the nature of Market Risk

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Return, Risk, and the Security Market Line

Chapter Thirteen. Return, Risk, and the Security Market Line. Prepared by Anne Inglis, Ryerson University. Key Concepts and Skills. Know how to calculate expected returns Understand the impact of diversification Understand the systematic risk principle Understand the security market line

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Return, Risk, and the Security Market Line

Chapter Thirteen. Return, Risk, and the Security Market Line. Prepared by Anne Inglis, Ryerson University. Key Concepts and Skills. Know how to calculate expected returns Understand the impact of diversification Understand the systematic risk principle Understand the security market line

646 views • 56 slides

Return, Risk, and the Security Market Line

13. Return, Risk, and the Security Market Line. Key Concepts and Skills. Know how to calculate expected returns Understand the impact of diversification Understand the systematic risk principle Understand the security market line Understand the risk-return trade-off

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CHAPTER 2

CHAPTER 2. Risk and Return: Part I. Topics in Chapter. Basic return concepts Basic risk concepts Stand-alone risk Portfolio (market) risk Risk and return: CAPM/SML. What are investment returns?. Investment returns measure the financial results of an investment.

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Chapter 11

Chapter 11. Systematic Risk and the Equity Risk Premium. 11.1 The Expected Return of a Portfolio. While for large portfolios investors should expect to experience higher returns for higher risk, the same does not hold true for individual shares.

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Risk and Return

Risk and Return. FIL 404 Prepared by Keldon Bauer. What are investment returns?. Investment returns measure the financial results of an investment. Returns may be historical or prospective (anticipated). Returns can be expressed in: Dollar terms. Percentage terms.

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Risk and Return

Risk and Return. Chapter 11. Key Concepts and Skills. Know how to calculate expected returns Understand the impact of diversification Understand the systematic risk principle Understand the security market line Understand the risk-return trade-off. Chapter Outline.

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Diversification and Risky Asset Allocation

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Diversification and Risky Asset Allocation

11. Diversification and Risky Asset Allocation. Diversification. Intuitively, we all know that if you hold many investments Through time, some will increase in value Through time, some will decrease in value It is unlikely that their values will all change in the same way

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Diversification and Risky Asset Allocation

11. Diversification and Risky Asset Allocation. Diversification. Intuitively, we all know that if you hold many investments Through time, some will increase in value Through time, some will decrease in value It is unlikely that their values will all change in the same way

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Chapter 5 Portfolio Risk and Return: Part I

Chapter 5 Portfolio Risk and Return: Part I. Presenter Venue Date. Return on Financial Assets. Total Return. Periodic Income. Capital Gain or Loss. Holding Period Return. A holding period return is the return from holding an asset for a single specified period of time.

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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 Return & The Capital Asset Pricing Model (CAPM)

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CHAPTER THREE: Portfolio Theory, Fund Separation and CAPM

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International Portfolio Investment

International Portfolio Investment. Chapter 15. Why Invest Internationally?. What are the advantages of international investment?. THE BENEFITS OF INTERNATIONAL EQUITY INVESTING. I. THE BENEFITS OF INTERNATIONAL EQUITY INVESTING A. Advantages 1. Offers more opportunities than

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Multinational Financial Management Alan Shapiro 7 th Edition J.Wiley & Sons

Multinational Financial Management Alan Shapiro 7 th Edition J.Wiley & Sons. Power Points by Joseph F. Greco, Ph.D. California State University, Fullerton. CHAPTER 15. INTERNATIONAL PORTFOLIO INVESTMENT. CHAPTER OVERVIEW:. I. THE BENEFITS OF INTERNATIONAL EQUITY INVESTING

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Modern Portfolio Theory (MPT)

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Risk-Return Problems

Risk-Return Problems. 7. Calculating Returns and Deviations Based on the following information, calculate the expected return and standard deviation for the two stocks. Find covariance and correlation between the two stocks. Answer: ? AB = 0.0103 ? AB = 0.9953. Risk-Return Problems.

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