'Variance terms' diaporamas de présentation

FINANCIAL ECONOMETRICS

939 views • 76 slides

Standard deviation

As the number of assets in the portfolio increases, note how the number of covariance terms in the expansion increases as the square of the number of variance terms. As we add additional assets, we can lower overall risk.

343 views • 32 slides

Chapter 8 PORTFOLIO THEORY The Benefits of Diversification Chapter 8 PORTFOLIO THEORY

Chapter 8 PORTFOLIO THEORY The Benefits of Diversification Chapter 8 PORTFOLIO THEORY The Benefits of Diversification. OUTLINE Portfolio Return and Risk Measurement of Comovements in Security Returns Calculation of Portfolio Risk Efficient Frontier Optimal Portfolio

329 views • 23 slides

Lecture 7 Introduction to Risk, Return, and the Opportunity Cost of Capital

Lecture 7 Introduction to Risk, Return, and the Opportunity Cost of Capital. Managerial Finance FINA 6335 Ronald F. Singer. Topics Covered. 72 Years of Capital Market History Measuring Risk Portfolio Risk Beta and Unique Risk Diversification. The Value of an Investment of $1 in 1926.

481 views • 19 slides