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CHAPTER 8 Risk and Rates of Return, Nama : Safira Mayang Retnaning…
CHAPTER 8
Risk and Rates of Return
Stand-Alone Risk
Risiko yang akan dihadapi investor jika ia hanya memiliki satu aset.
STATISTICAL MEASURES OF STAND-ALONE RISK
Standard deviation, s (sigma)
Expected rates of return, r(“r hat”)
Coefficient of variation (CV)
Probability distributions
Sharpe ratio
Historical, or past realized, rates of return, r (“r bar”)
The Risk-Return Trade-Off
Risk in a Portfolio Context: The CAPM
Sebuah model yang didasarkan pada proposisi bahwa tingkat pengembalian yang disyaratkan suatu saham sama dengan tingkat pengembalian bebas risiko ditambah premi risiko yang hanya mencerminkan risiko yang tersisa setelah diversifikasi.
EXPECTED PORTFOLIO RETURNS
PORTFOLIO RISK
RISK IN A PORTFOLIO CONTEXT: THE BETA COEFFICIENT
Concerns about Beta and the CAPM
Concluding Thoughts: Implications for Corporate Managers and Investors
The Relationship between Risk
and Rates of Return
EXPECTED INFLATION
CHANGES IN RISK AVERSION
CHANGES IN A STOCK’S BETA COEFFICIENT
Nama : Safira Mayang Retnaning Dyah
NIM : 0421333109
Kelas : Manajemen Keuangan (A-SP)
