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Index Models, Security Characteristic Line, Diversification, Portfolio…
Index Models
Squared Correlation coefficient R2
Correlation coefficient
Sharpe's SIM Vs Markowitz model
Assumptions
One Macro Factor
Components of Return of stock
Beta
Alpha
Error Term
How securities are related & covary
Variance of excess return of a stock & its components
Security Characteristic Line
Diversification
Portfolio rules
Optimal risky portfolio
Sharpe ratio
Information Ratio
Portfolio efficiency
Trade-off