Modern portfolio concepts ppt @ bec doms

Modern Portfolio Concepts ,[object Object],[object Object],[object Object],[object Object]

What is a Portfolio? ,[object Object],[object Object],[object Object]

The Ultimate Goal: An Efficient Portfolio ,[object Object],[object Object],[object Object]

Portfolio Return and Risk Measures ,[object Object],[object Object]

Correlation: Why Diversification Works! ,[object Object],[object Object],[object Object],[object Object]

Correlation Coefficients ,[object Object],[object Object],[object Object]

Figure 5.1 The Correlation Between Series M, N, and P

Table 5.3 Correlation, Return, and Risk for Various Two-Asset Portfolio Combinations

Why Use International Diversification? ,[object Object],[object Object],[object Object],[object Object]

International Diversification ,[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object]

Methods of International Diversification ,[object Object],[object Object],[object Object],[object Object],[object Object]

Components of Risk ,[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object]

Beta: A Popular Measure of Risk ,[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object]

Beta: A Popular Measure of Risk Table 5.4 Selected Betas and Associated Interpretations

Interpreting Beta ,[object Object],[object Object],[object Object],[object Object]

Capital Asset Pricing Model (CAPM) ,[object Object],[object Object],[object Object]

Capital Asset Pricing Model (CAPM) (cont’d) ,[object Object]

Capital Asset Pricing Model (CAPM) (cont’d) ,[object Object],[object Object],[object Object]

Figure 5.6 The Security Market Line (SML)

Two Approaches to Constructing Portfolios ,[object Object],[object Object],[object Object]

Traditional Approach ,[object Object],[object Object],[object Object],[object Object],[object Object],[object Object]

Modern Portfolio Theory (MPT) ,[object Object],[object Object],[object Object],[object Object],[object Object],[object Object]

Key Aspects of MPT: Efficient Frontier ,[object Object],[object Object],[object Object],[object Object]

Figure 5.7 The Feasible or Attainable Set and the Efficient Frontier

Key Aspects of MPT: Portfolio Betas ,[object Object],[object Object],[object Object],[object Object]

Key Aspects of MPT: Portfolio Betas Table 5.6 Austin Fund’s Portfolios V and W

Figure 5.8 Portfolio Risk and Diversification

Figure 5.9 The Portfolio Risk-Return Tradeoff

Table 5.1 Expected Return, Average Return, and Standard Deviation of Returns for Portfolio XY

Table 5.2 Expected Returns, Average Returns, and Standard Deviations for Assets X, Y, and Z and Portfolios XY and XZ

Table 5.5 The Growth Fund of America, August 31, 2005

Modern portfolio concepts ppt @ bec doms

Recommended

Recommended

More Related Content

What's hot

What's hot (20)

Viewers also liked

Viewers also liked (20)

Similar to Modern portfolio concepts ppt @ bec doms

Similar to Modern portfolio concepts ppt @ bec doms (20)

More from Babasab Patil

More from Babasab Patil (20)

Recently uploaded

Recently uploaded (20)

Modern portfolio concepts ppt @ bec doms