Modern portfolio theory

Decent Essays
Improved Essays
Superior Essays
Great Essays
Brilliant Essays
    Page 3 of 50 - About 500 Essays
  • Decent Essays

    line represents the relationship between risk and expected return of efficient portfolio that contains both risky and risk free assets. . The starting point of the CML shows the risk free return where the target return is 0.0036 with a standard deviation of 0.00018 (zero). The optimal market portfolio is where the target return is 0.0208 and the standard deviation is 0.03578. at this tangent point, the best portfolio for investors is generated. 2.5 Buy and Hold Strategy We as the fund managers…

    • 818 Words
    • 4 Pages
    Decent Essays
  • Great Essays

    economics. Alternatively we have the Arbitrage Pricing Theory (APT), being a less limiting model as opposed to the CAPM, however,…

    • 2886 Words
    • 12 Pages
    Great Essays
  • Improved Essays

    CAPM is to evaluate the performance of managed portfolios and to estimate the cost of capital in the companies (Fama, French, 2004). As highlighted by Lucy (7777)…

    • 1179 Words
    • 5 Pages
    Improved Essays
  • Great Essays

    Theoretical Framework The Proportional Odds Model A binary logistic regression model estimates the odds and the probability of experiencing an event for the dichotomous outcome variable on a set of predictors. The logistic regression model is defined as: ln(Y′) = logit [π(x)] = ln = α + β1X1 + β2X2 + …+ βpXp. (1) where logit [π(x)] is the log odds of success, and the odds is a ratio between the probability of having an event and the probability of not having that event.…

    • 911 Words
    • 4 Pages
    Great Essays
  • Great Essays

    Hypothetical CDS. According to theory highlighted above, usage of derivatives theoretically should reduce bid-ask spread in NPL portfolio market. In order to examine this theory, hypothetical CDS was priced using real-world data for both CO date and most recent 2017 date. CDS form is selected following Italian securitization law where CDS was used as the guarantee. However, a single-name derivative is priced (versus basket CDS applied in Italian securitization law). As an underlying asset of…

    • 1624 Words
    • 7 Pages
    Great Essays
  • Superior Essays

    Markowitz Portfolio Theory One of the major area of finance is optimizing the portfolio. Basically, portfolio theory deals with the risk and value of portfolio instead of individual securities, which is known as Markowitz portfolio theory that is suggested by Harry Markowitz in his article “Portfolio selection” in the Journal of Finance. Markowitz portfolio theory basically helps in making optimum portfolio by interpreting, and evaluating risk and return of different risky assets. Basically, the…

    • 1235 Words
    • 5 Pages
    Superior Essays
  • Great Essays

    The only REIT (Real Estate Investment Trust) in the S&P 100 Index is a self-administered and self-managed largest mall landlord in the United States. Simon Property Group, Inc (NYSE: SPG) established in Indianapolis, Indiana, during 1993 when the shopping center division of Melvin Simon & Associates became a publicly-traded company that owns, develops, manages, leases and acquires primarily regional malls and community shopping centers. With a market cap of $60.8 billion, they are more than…

    • 979 Words
    • 4 Pages
    Great Essays
  • Great Essays

    Assignment 1: PORTFOLIO MANAGEMENT Student Name Professor Name University Name Course Name Date Assignment 1: PORTFOLIO MANAGEMENT RELATIONSHIP BETWEEN RISK AND RATE OF RETURN The risk free rate refers to the interest that a stockholder would potentially have in terms of risk free investment, that too, over a specified time period. In simple words, it can be said that risk free rate is the least of the anticipated return in terms of investment by stockholder since he is not…

    • 1572 Words
    • 7 Pages
    Great Essays
  • Improved Essays

    Chapter 11: Application Portfolio Management 1. The CIO is concerned about the ever increasing cost of maintaining the inventory of IT applications in the organization. He has asked you to meet to discuss why this proliferation of applications is occurring? One of the main causes of the ever-growing costs of upholding different technologies, is simply that they are not being disposed when they are stop being relevant. A number of these applications provide obsolete functionality or are…

    • 709 Words
    • 3 Pages
    Improved Essays
  • Improved Essays

    effectiveness of the company in relation to achieving its objectives and performance standards. For instance, the company has lost two junior research analysts and the Canadian equity team portfolio manager, Ross Webb. Mark Palabino, the US equity portfolio manager, became the acting Canadian equity portfolio manager for 9 months, which were characterized by negative equity results and returns below benchmark and fourth quartile returns. As the firm loses its experienced staffs, the remaining…

    • 934 Words
    • 4 Pages
    Improved Essays
  • Page 1 2 3 4 5 6 7 8 9 50