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MANAJEMEN INVESTASI DAN PORTOFOLIO Lecture 3a: Portfolio Management

MANAJEMEN INVESTASI DAN PORTOFOLIO Lecture 3a: Portfolio Management. Allocating Capital Between Risky & Risk Free Assets. It’s possible to split investment funds between safe and risky assets. Risk free asset: proxy; T-bills Risky asset: stock (or a portfolio).

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MANAJEMEN INVESTASI DAN PORTOFOLIO Lecture 3a: Portfolio Management

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  1. MANAJEMEN INVESTASI DAN PORTOFOLIOLecture 3a: Portfolio Management MIP/MB-IPB/08

  2. Allocating Capital Between Risky & Risk Free Assets It’s possible to split investment funds between safe and risky assets. Risk free asset: proxy; T-bills Risky asset: stock (or a portfolio) MIP/MB-IPB/08

  3. Allocating Capital Between Risky & Risk Free Assets (cont.) Issues Examine risk/return tradeoff. Demonstrate how different degrees of risk aversion will affect allocations between risky and risk free assets. MIP/MB-IPB/08

  4. rf = 7% rf = 0% E(rp) = 15% p = 22% y = % in p (1-y) = % in rf Example Using the Numbers in Chapter 7.2 MIP/MB-IPB/08

  5. Untukmelihat file lengkapnyasilahkanmenghubungikamidiwww.mb.ipb.ac.id

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