'Riskless asset' diaporamas de présentation

Chapter 6

Chapter 6. Further Developments in the Theory of Optimal Consumption and Portfolio Selection Rui Zhang zhangruimail@etang.com. Outline:. The limitation of dynamic programming technique Introduction of Cox-Huang methodology The relationship between above two

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Chapter 11 and 12

Chapter 11 and 12. Capital Asset Pricing Model and Estimating the Cost of Capital. 11.7 The Capital Asset Pricing Model. Market Portfolio The portfolio of all stocks and securities in the market

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The Investment Principle: Risk and Return Models

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Stochastic discount factors

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FORWARD AND FUTURES CONTRACTS

FORWARD AND FUTURES CONTRACTS. Obligation to buy or sell an asset at a future date at a price that is stipulated now Since no money changes hands now, contract value should be zero

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Chapter 6

Chapter 6. Efficient Diversification. In previous chapters, we have calculated returns on various investments. In chapter 5, we used the standard deviation of returns as a measure of total risk. Now, we look at what happens to returns and risk when assets are combined into portfolios .

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