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FINC4101 Investment Analysis

FINC4101 Investment Analysis

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2.17k views • 57 slides
CHAPTER 6

CHAPTER 6

CHAPTER 6. Efficient Diversification. 6.1 DIVERSIFICATION AND PORTFOLIO RISK. Diversification and Portfolio Risk. Market risk Systematic or Nondiversifiable Firm-specific risk Diversifiable or nonsystematic. Figure 6.1 Portfolio Risk as a Function of the Number of Stocks.

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594 views • 44 slides
CHAPTER 6

CHAPTER 6

CHAPTER 6. Efficient Diversification. 6.1 DIVERSIFICATION AND PORTFOLIO RISK. Diversification and Portfolio Risk. Market risk Systematic or Nondiversifiable Firm-specific risk Diversifiable or nonsystematic. Figure 6.1 Portfolio Risk as a Function of the Number of Stocks.

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443 views • 44 slides
CHAPTER 6

CHAPTER 6

CHAPTER 6. Efficient Diversification. 6.1 DIVERSIFICATION AND PORTFOLIO RISK. Figure 6.2 Portfolio Risk as a Function of Number of Securities. 6.2 ASSET ALLOCATION WITH TWO RISKY ASSETS. Covariance and Correlation.

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489 views • 32 slides
CHAPTER 6

CHAPTER 6

CHAPTER 6. Efficient Diversification. Diversification and Portfolio Risk. Market risk Systematic or Nondiversifiable Firm-specific risk Diversifiable or nonsystematic. Figure 6.1 Portfolio Risk as a Function of the Number of Stocks.

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324 views • 32 slides
CHAPTER 6

CHAPTER 6

CHAPTER 6. Efficient Diversification. Diversification and Portfolio Risk. Market risk Systematic or Nondiversifiable Firm-specific risk Diversifiable or nonsystematic. Figure 6.1 Portfolio Risk as a Function of the Number of Stocks.

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324 views • 32 slides
Chapter 7

Chapter 7

Chapter 7. Efficient Diversification. n. S. W. =. 1. i. i. =1. Two-Security Portfolio: Return. r p = W 1 r 1 + W 2 r 2 W 1 = Proportion of funds in Security 1 W 2 = Proportion of funds in Security 2 r 1 = Expected return on Security 1 r 2 = Expected return on Security 2.

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349 views • 28 slides
Chapter 6

Chapter 6

Chapter 6. Market Equilibrium. The seminal work of Sharpe (1964) and Lintner (1965) present the Capital Asset Pricing Model. http://bus.cba.utulsa.edu/byersj/7003/Documents/. Illustrating diversification effects of a stock portfolio. Company-Specific Risk, Unique, nonsystematic, diversifiable.

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248 views • 24 slides

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