'Perfectly correlated' diaporamas de présentation

CH-5 OBJECTS OF CHOICE: MEAN-VARIANCE PORTFOLIO THEORY

CH-5 OBJECTS OF CHOICE: MEAN-VARIANCE PORTFOLIO THEORY. DIAMBIL SELURUHNYA DARI COPELAND WESTON SHASTRI. A.MEASURING RISK AND RETURN FOR A SINGLE ASSET. 1.Measures of Location 2.Measures of Dispersion. 1.Measures of Location. MEAN=>Expectation E(X*)= i=1 ? N p i X i

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Monday, November 9

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Monday, October 8 Wednesday, October 10

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Monday, October 17

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Wednesday, November 7

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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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