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
単価
あたり
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