William Sharpe's Single Index Model (English) | CA / CMA Final SFM | Classes & Video Lectures
Автор: CA Nikhil Jobanputra
Загружено: 2019-02-09
Просмотров: 15240
We simplify your financial learnings.
►►CA Final AFM Courses: https://www.sfmguru.com/products/CA%2...
►►CMA Final SFM Courses:
https://www.sfmguru.com/products/CMA?...
►►CFA Level 1:
https://www.sfmguru.com/products/CFA?...
►►Subscribe here to learn more of Strategic Financial Management: https://goo.gl/HTY5SN
►►Read more on our website: https://www.sfmguru.com/blogs
Background music composed and arranged by:
Mr. Manish Thakkar
According to William Sharpe, portfolio risk is the aggregate of systematic and unsystematic risk.
Portfolio Risk = Systematic Risk + Unsystematic Risk
For determining portfolio risk using Sharpe’s approach, first determine systematic risk of portfolio, using variance approach. Then, independently compute unsystematic risk of portfolio.
#SingleIndexModel #CAFinalSFM #CAFinal #StrategicFinancialManagement #SFM #SFMGuru
Доступные форматы для скачивания:
Скачать видео mp4
-
Информация по загрузке:
