William Sharpe's Single Index Model | CA Final SFM (New Syllabus) Classes & Video Lectures
Автор: CA Nikhil Jobanputra
Загружено: 2018-12-21
Просмотров: 56600
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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.
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