'Security return' diaporamas de présentation

Introduction

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CHAPTER 6 Risk and Rates of Return

CHAPTER 6 Risk and Rates of Return. Stand-alone risk Portfolio risk Risk & return: CAPM/SML. What is investment risk?. Investment risk pertains to the probability of actually earning a low or negative return. The greater the chance of low or negative returns, the riskier the investment.

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Lecture 12

Lecture 12. Arbitrage Pricing Theory. Pure Arbitrage. A pure (or risk-free) arbitrage opportunity exists when an investor can construct a zero-investment portfolio that yields a sure profit. Zero-investment means that the investor does not have to use any of his or her own money.

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Beta

537 views • 15 slides

Beta

431 views • 15 slides