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CHAPTER 7&8

CHAPTER 7&8

CHAPTER 7&8. Optimal portfolios and index model. Diversification and Portfolio Risk. Suppose your portfolio has only 1 stock, how many sources of risk can affect your portfolio? Uncertainty at the market level Uncertainty at the firm level Market risk Systematic or Nondiversifiable

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679 views • 54 slides
CHAPTER 7

CHAPTER 7

CHAPTER 7. Optimal Risky Portfolios. Diversification and Portfolio Risk. Market risk Systematic or nondiversifiable Firm-specific risk Diversifiable or nonsystematic. Figure 7.1 Portfolio Risk as a Function of the Number of Stocks in the Portfolio. Figure 7.2 Portfolio Diversification.

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551 views • 38 slides
CHAPTER 7

CHAPTER 7

CHAPTER 7. Optimal Risky Portfolios. Diversification and Portfolio Risk. Market risk Systematic or nondiversifiable Firm-specific risk Diversifiable or nonsystematic. Figure 7.1 Portfolio Risk as a Function of the Number of Stocks in the Portfolio. Figure 7.2 Portfolio Diversification.

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392 views • 38 slides
CHAPTER 7

CHAPTER 7

CHAPTER 7. Optimal Risky Portfolios. Diversification and Portfolio Risk. Market risk Systematic or nondiversifiable Firm-specific risk Diversifiable or nonsystematic. Figure 7.1 Portfolio Risk as a Function of the Number of Stocks in the Portfolio. Figure 7.2 Portfolio Diversification.

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395 views • 38 slides
Diversification and Portfolio Risk Asset Allocation With Two Risky Assets

Diversification and Portfolio Risk Asset Allocation With Two Risky Assets

Diversification and Portfolio Risk Asset Allocation With Two Risky Assets. 6- 1. Combinations of risky assets. When we put stocks in a portfolio, ? p < Why?

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842 views • 37 slides
CHAPTER 7

CHAPTER 7

CHAPTER 7. Optimal Risky Portfolios. The Investment Decision. Top-down process with 3 steps: Capital allocation between the risky portfolio and risk-free asset Asset allocation across broad asset classes Security selection of individual assets within each asset class.

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612 views • 33 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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362 views • 28 slides
Chapter 17 RISK AND DIVERSIFICATION

Chapter 17 RISK AND DIVERSIFICATION

Chapter 17 RISK AND DIVERSIFICATION. What is risk aversion, and why are investors, as a group, risk averse? What are the general investment implications of risk aversion?

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191 views • 17 slides

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