商品情報にスキップ
1 2

Portfolio Selection and the Capital Asset Pricing Model

通常価格 ¥1,078 JPY
通常価格 セール価格 ¥1,078 JPY
セール 売り切れ
税込み。
書籍サイズ
ページ数

In the context of determining an optimal portfolio to recommend to two hypothetical investors, this strucutuerd analysis leads students through a series of steps examining return data for three stocks. The analysis first explores the effects of portfolio formation on returns and volatility. With the addition of a market index and a bond portfolio, students easily recognize how portfolios from from these to investment vehicles may be optimal. The analysis then explores stock betas as a measure of risk and the statistical properties of those betas. At the conclusion, students will have a practical understanding of the capital asset pricing model.

【書誌情報】

ページ数:6ページ

サイズ:A4

商品番号:HBSP-UV2565

発行日:2009/9/18

登録日:2017/10/12

1 3