Please enable JavaScript.
Coggle requires JavaScript to display documents.
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