TAILIEUCHUNG - Lecture Investments: Principles of portfolio and equity analysis: Chapter 5 - CFA Institute

Chapter 5 - Portfolio risk and return (Part I). In this chapter, we will explore the process of examining the risk and return characteristics of individual assets, creating all possible portfolios, selecting the most efficient portfolios, and ultimately choosing the optimal portfolio tailored to the individual in question. | Chapter 5 Portfolio Risk and Return: Part I Presenter Venue Date In this chapter, we will explore the process of examining the risk and return characteristics of individual assets, creating all possible portfolios, selecting the most efficient portfolios, and ultimately choosing the optimal portfolio tailored to the individual in question. The chapter is organized as follows: Section 2 discusses the investment characteristics of assets. In particular, we show the various types of returns and risks, their computation and their applicability to the selection of appropriate assets for inclusion in a portfolio. Section 3 discusses risk aversion and how indifference curves, which incorporate individual preferences, can be constructed. The indifference curves are then applied to the selection of an optimal portfolio using two risky assets. Section 4 provides an understanding and computation of portfolio risk. The role of correlation and diversification of portfolio risk are examined in .

• Quỹ đầu tư
• Investment analysis
• Principles of portfolio
• Lecture Investments
• Equity analysis
• Portfolio management
• Portfolio risk
• Investment management
• Investment theory
• Investment environment
• Investment companies
• Time value of money
• Characteristics of investment
• Investment portfolio management
• Investment analysis & portfolio management
• Investment background
• Developments in investment theory
• Management of common stocks