Find Flashcards
Why It Works
More
Educators
Businesses
Academy
About

Brainscape's Knowledge Genome^TM

Browse over 1 million classes created by top students, professors, publishers, and experts.

Entrance Exams
Professional Certifications
Foreign Languages
Medical & Nursing
Science
English
Humanities & Social Studies
Mathematics
Law
Vocations
Health & Fitness
Business & Finance
Technology & Engineering
Food & Beverage
Fine Arts
Random Knowledge

See full index

L1 43 Portfolio Risk and Return: Part I > c calculate and interpret the mean, variance, and covariance (or correlation) of asset returns based on historical data; > Flashcards

c calculate and interpret the mean, variance, and covariance (or correlation) of asset returns based on historical data; Flashcards

L1 43 Portfolio Risk and Return: Part I (8 decks)

a calculate and interpret major return measures and describe their appropriate uses;

b describe characteristics of the major asset classes that investors consider in forming portfolios;

c calculate and interpret the mean, variance, and covariance (or correlation) of asset returns based on historical data;

d explain risk aversion and its implications for portfolio selection;

e calculate and interpret portfolio standard deviation;

f describe the effect on a portfolio’s risk of investing in assets that are less than perfectly correlated;

g describe and interpret the minimum-variance and efficient frontiers of risky assets and the global minimum-variance portfolio;

h discuss the selection of an optimal portfolio, given an investor’s utility (or risk aversion) and the capital allocation line.

Key Links
Subjects
Company
- About Us
- Earn Money!
- Academy
- Swag Shop
- Contact
- Terms
- Podcasts
Find Us

Brainscape helps you reach your goals faster, through stronger study habits.
© 2024 Bold Learning Solutions. Terms and Conditions