Standard CAPM
Über den Vortrag
Der Vortrag „Standard CAPM“ von Edu Pristine ist Bestandteil des Kurses „Archiv - Foundation of Risk Management“. Der Vortrag ist dabei in folgende Kapitel unterteilt:
- Assumption of CAPM
- Security Market Line: Basics
- Capital Asset Pricing Model
- Security Market Line: Application
Dozent des Vortrages Standard CAPM
Edu Pristine
Trusted by Fortune 500 Companies and 10,000 Students from 40+ countries across the globe, EduPristine is one of the leading International Training providers for Finance Certifications like FRM®, CFA®, PRM®, Business Analytics, HR Analytics, Financial Modeling, Operational Risk Modeling etc. It was founded by industry professionals who have worked in the area of investment banking and private equity in organizations such as Goldman Sachs, Crisil - A Standard & Poors Company, Standard Chartered and Accenture.EduPristine has conducted corporate training for various leading corporations and colleges like JP Morgan, Bank of America, Ernst & Young, Accenture, HSBC, IIM C, NUS Singapore etc. EduPristine has conducted more than 500,000 man-hours of quality training in finance.
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Auszüge aus dem Begleitmaterial
... a risk-free asset. Borrower and lenders are easy to find and they do so at risk-free rate (no counterparty risk). Investors consider only mean and variance to choose a portfolio and ...
... the stock market and investors’ degree of risk aversion. A measure of market risk: Beta: •The tendency of a stock to move up or down with the market is ...
... As per CAPM, stock’s required rate of return = risk-free rate ...
... is plotted versus its security's risk: •If it is above SML, stock is undervalued because market expects higher return. •If it is below SML, ...
