'Holding period return' diaporamas de présentation

Fundamentals of Corporate Finance, 2/e

Fundamentals of Corporate Finance, 2/e. Robert Parrino, Ph.D. David S. Kidwell, Ph.D. Thomas w. bates, ph.d . Chapter 7: Risk and Return. Learning Objectives. Explain the relation between risk and return.

1.14k views • 80 slides

VALUATION OF FIXED INCOME SECURITIES OR VALUATION OF BONDS

VALUATION OF FIXED INCOME SECURITIES OR VALUATION OF BONDS. Dr. U. Husain. Structure Introduction Bond valuation Valuation model Bond return Price-yield relationship Bond market The term structure of interest rate (yield curve) Riding the yield curve Duration Immunization.

1.07k views • 74 slides

Risk and Return: Past and Prologue

Department of Banking and Finance. SPRING 200 7 -0 8. Risk and Return: Past and Prologue. by Asst. Prof. Sami Fethi. Portfolio Theory.

822 views • 60 slides

A Brief History of Risk and Return

1. A Brief History of Risk and Return. A Brief History of Risk and Return. Two key observations: There is a substantial reward, on average, for bearing risk. Greater risks accompany greater returns. Dollar & Percent Returns.

671 views • 41 slides

The Investment Setting

The Investment Setting. Shahadat Hosan Faculty, MBA Program Stamford University, Bangldesh shad@asia.com. May 13, 2011. Chapter Objectives. After Studying this chapter, you would be able to answer: Why do individuals invest ? What is an investment ?

518 views • 39 slides

W. P. Carey School of Business

514 views • 38 slides

Chapter 2

Chapter 2. RISK AND RETURN BASICS. Chapter 2 Questions. What are the sources of investment returns? How can returns be measured? How can we compute returns on investments outside of their home country? What is risk and how is it measured?

468 views • 33 slides

Lecture

Lecture. RISK AND RETURN BASICS. Chapter 2 Questions. What are the sources of investment returns? How can returns be measured? How can we compute returns on investments outside of their home country?. Chapter 2 Questions. What is risk and how is it measured?

404 views • 32 slides

Chapter 11

Chapter 11. Bond Prices and Yields. Chapter Summary. Objective:To review the principles of bond pricing and to examine the determinants of credit risk. Bond Characteristics Bond Pricing and YTM Taxation Issues Default Risk and Ratings. Bond Characteristics. Face or par value Coupon rate

474 views • 31 slides

Return Concepts

Return Concepts. Presenter Venue Date. Why Focus on Return Concepts?. Holding Period Return. Other Return Concepts. Equity Risk Premium. Equity Risk Premium Estimates. Historical Estimates Forward-Looking Estimates Gordon growth model estimates Macroeconomic model estimates

421 views • 31 slides

Chapter 8

Chapter 8. RISK AND RETURN BASICS. Chapter 8 Questions. What are the sources of investment returns? How can returns be measured? How can we compute returns on investments outside of their home country?. Chapter 8 Questions. What is risk and how is it measured?

426 views • 31 slides

Chapter 2

406 views • 25 slides

Risk and Return

Risk and Return. Holding Period Return Multi-period Return Return Distribution Historical Record Risk and Return. Single Period Return. Holding Period Return: Percentage gain during a period HPR : holding period return P 0 : beginning price P 1 : ending price D 1 : cash dividend

501 views • 21 slides

Investment Analysis Bus350 Return and Risk Calculation

329 views • 21 slides

Bond Prices

Bond Prices. Zero-coupon bonds : promise a single future payment, e.g., a U.S. Treasury Bill. Fixed payment loans , e.g., conventional mortgages. Coupon Bonds : make periodic interest payments and repay the principal at maturity, e.g., U.S. Treasury Bonds and most corporate bonds.

357 views • 20 slides

Return and Risk

447 views • 18 slides

Bonds

Bonds. A bond is a promisory note whose holder is entitled to a stream of coupon payments (usually semi-annual), plus a par/face value payment at maturity. Bond Characteristics. Face or par value Coupon rate Zero coupon bond payments Accrued Interest. Different Issuers of Bonds.

344 views • 15 slides

Concepts: Return and Risk

Concepts: Return and Risk. Review key concepts that are central to portfolio theory Holding-period return, and probability distributions The historical record. A. Holding Period Return (HPR). HPR = Holding Period Return P 0 = Price at the beginning of the period

271 views • 15 slides

Introduction to Modern Investment Theory (Chapter 1)

Introduction to Modern Investment Theory (Chapter 1). Purpose of the Course Evolution of Modern Portfolio Theory Efficient Frontier Single Index Model Capital Asset Pricing Model (CAPM) Arbitrage Pricing Theory (APT) Stock Returns. Purpose of the Course.

684 views • 14 slides

Chapter 8: Commercial Property Markets

Chapter 8: Commercial Property Markets. Property Types Residential Single-family Multi-family Nonresidential Commercial (office) Retail Industrial Hotel Recreational Institutional. Regional Eco. Influences. Regional comparative advantage. Eco. Base Industries Location Quotient:

213 views • 13 slides