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  • E (P) E (RF) Stdev (P) : Expected Return

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    This document discusses key concepts in finance including expected return, risk measured as the range between maximum and minimum values, the Sharpe ratio which measures risk-adjusted return, correlation and measures of association between investments, how to calculate portfolio return and risk, the geometric mean to calculate average returns over time, using a t-stat to evaluate an investment's beta, the efficient frontier and minimum variance portfolio, combining a riskfree asset with a portfolio, the capital allocation line, and calculating the weight of an investment in a portfolio.

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    Formula Finances

    Titolo originale

    Formula

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    This document discusses key concepts in finance including expected return, risk measured as the range between maximum and minimum values, the Sharpe ratio which measures risk-adjusted return, correlation and measures of association between investments, how to calculate portfolio return and risk, the geometric mean to calculate average returns over time, using a t-stat to evaluate an investment's beta, the efficient frontier and minimum variance portfolio, combining a riskfree asset with a portfolio, the capital allocation line, and calculating the weight of an investment in a portfolio.

    Copyright:

    © All Rights Reserved
    Scarica in formato DOCX, PDF, TXT o leggi online su Scribd
    Segnala contenuti inappropriati
    12 visualizzazioni3 pagine

    E (P) E (RF) Stdev (P) : Expected Return

    Caricato da

    youtube2301
    This document discusses key concepts in finance including expected return, risk measured as the range between maximum and minimum values, the Sharpe ratio which measures risk-adjusted return, correlation and measures of association between investments, how to calculate portfolio return and risk, the geometric mean to calculate average returns over time, using a t-stat to evaluate an investment's beta, the efficient frontier and minimum variance portfolio, combining a riskfree asset with a portfolio, the capital allocation line, and calculating the weight of an investment in a portfolio.

    Copyright:

    © All Rights Reserved
    Scarica in formato DOCX, PDF, TXT o leggi online su Scribd
    Segnala contenuti inappropriati
    di 3

    Expected Return:

    Risk: Range= Max-Min;


    Sharpe ratio =

    E ( p ) E ( rf )
    stdev ( p )

    Measures of association:
    Correlation:
    Portfolio return:

    Portfolio risk:
    Geometric mean:

    T-stat= beta/SE(beta)

    MVP:
    Riskfree+portfolio:

    CAL:

    Weight of p* in c:

    Theory:

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