Portfolio Risk and Return – Part II (2024 Level I CFA® Exam – PM – Module 2)
17.6 هزار بار بازدید -
2 سال پیش
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Topic 9 – Portfolio Management
Module 2 – Portfolio Risk and Return – Part II
0:00 Introduction and Learning Outcome Statements
4:45 LOS : Describe the implications of combining a risk-free asset with a portfolio of risky assets.
6:49 LOS : Explain the capital allocation line (CAL) and the capital market line (CML).
12:08 LOS : Explain systematic and nonsystematic risk, including why an investor should not expect to receive additional return for bearing nonsystematic risk.
16:00 LOS : Explain return generating models (including the market model) and their uses.
24:32 LOS : Calculate and interpret beta.
29:31 LOS : Explain the capital asset pricing model (CAPM), including its assumptions, and the security market line (SML).
39:43 LOS : Calculate and interpret the expected return of an asset using the CAPM.
41:04 LOS : Describe and demonstrate applications of the CAPM and the SML.
48:18 LOS : Calculate and interpret the Sharpe ratio, Treynor ratio, M2, and Jensen’s alpha.
Level I: https://analystprep.com/shop/cfa-leve...
Level II: https://analystprep.com/shop/learn-pr...
Levels I, II & III (Lifetime access): https://analystprep.com/shop/cfa-unli...
Prep Packages for the FRM® Program:
FRM Part I & Part II (Lifetime access): https://analystprep.com/shop/unlimite...
Topic 9 – Portfolio Management
Module 2 – Portfolio Risk and Return – Part II
0:00 Introduction and Learning Outcome Statements
4:45 LOS : Describe the implications of combining a risk-free asset with a portfolio of risky assets.
6:49 LOS : Explain the capital allocation line (CAL) and the capital market line (CML).
12:08 LOS : Explain systematic and nonsystematic risk, including why an investor should not expect to receive additional return for bearing nonsystematic risk.
16:00 LOS : Explain return generating models (including the market model) and their uses.
24:32 LOS : Calculate and interpret beta.
29:31 LOS : Explain the capital asset pricing model (CAPM), including its assumptions, and the security market line (SML).
39:43 LOS : Calculate and interpret the expected return of an asset using the CAPM.
41:04 LOS : Describe and demonstrate applications of the CAPM and the SML.
48:18 LOS : Calculate and interpret the Sharpe ratio, Treynor ratio, M2, and Jensen’s alpha.
2 سال پیش
در تاریخ 1401/04/11 منتشر شده
است.
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