Modern Portfolio Theory (MPT) and the Capital Asset Pricing Model (CAPM) (FRM P1 2021 - B1

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Modern Portfolio Theory (MPT) and the Capital Asset Pricing Model (CAPM) (FRM P1 2021 - B1 - Ch5)

Рет қаралды 98,843

AnalystPrep

Күн бұрын

Пікірлер: 48

@AlexNangle 2 ай бұрын

This is so much better than my textbook. So much better. Thank you.

@erickjimenez4601 Ай бұрын

Really well made I understood well thanks professor

@analystprep Ай бұрын

You are welcome! If you like our video lessons, it would be appreciated if you could take 2 minutes of your time to leave us a Google review using this link: g.page/r/CQIlM78xSg01EB0/review

@quincyreinevergara8822 9 ай бұрын

wow the information shared here is incredible

@analystprep 8 ай бұрын

You're welcome. If you like our video lessons, it would be appreciated if you could leave us a review at www.trustpilot.com/review/analystprep.com

@JuliaBrame-e2l 5 күн бұрын

Lewis Donna Robinson Kevin Williams Sharon

@allblackblue 4 жыл бұрын

Really great way to develop this concepts

@analystprep 4 жыл бұрын

Glad you like it!

@pedrofolque7899 3 жыл бұрын

16:52 - Example on Beta 24:49 - CML Example 34:06 - Sharpe Ratio Example

@nosao2748 10 ай бұрын

God Bless You!

@bahadurmammadov8770 4 жыл бұрын

Thanks you so much 💜

@analystprep 4 жыл бұрын

You're welcome 😊

@Aim4sixmeals 4 жыл бұрын

Thank you sir

@analystprep 4 жыл бұрын

Welcome

@ngunitv 3 жыл бұрын

apply job accounting directing to hr or overral

@dhruthij7430 4 жыл бұрын

So nicely explained sir

@analystprep 4 жыл бұрын

Thanks for liking! If you like our video lessons, it would be helpful to spread the word if you could take 2 minutes of your time to leave us a review at www.trustpilot.com/review/analystprep.com

@manoj-nandasena 4 жыл бұрын

So helpful sir. Thank you so much.

@analystprep 4 жыл бұрын

Most welcome!

@shubhendukumar1972 4 жыл бұрын

Thanks a lot

@analystprep 4 жыл бұрын

Most welcome

@mikeamine375 3 жыл бұрын

thank you for this wonderful video

@analystprep 3 жыл бұрын

Glad it was helpful! If you like our video lessons, it would be helpful if you could take 2 minutes of your time to leave us a review here: www.trustpilot.com/review/analystprep.com

@theamertens6433 2 жыл бұрын

you da bomb! thank you for the clear explanations

@raulortiz4998 4 жыл бұрын

WOW 1 week of class resume in 50 minutes

@analystprep 4 жыл бұрын

@user-vk5xs1sb6r 3 жыл бұрын

@djJungleboy 6 ай бұрын

The sample size for S &P is 500 I assume, but what number and what is being measured for standard deviation of security ( x number of years of return?)

@gorthorki 4 жыл бұрын

Thank you so much 😀👌

@analystprep 4 жыл бұрын

You're welcome 😊

@richardyeboah3851 4 жыл бұрын

Thank you a lot Sir

@analystprep 4 жыл бұрын

Most welcome! If you like our video lessons, it would be helpful to spread the word if you could take 2 minutes of your time to leave us a review at www.trustpilot.com/review/analystprep.com

@alvinchow2024 3 жыл бұрын

It’s a really helpful video

@oisinmcnally5952 3 жыл бұрын

Legend

@Tyokok 3 жыл бұрын

what is the market portfolio? what's special about this tangent portfolio and we must purchase? Thanks!

@sayednab Жыл бұрын

isn't one standard deviation 68%?

@ngunitv 3 жыл бұрын

apply for accounting

@alexs934 3 жыл бұрын

15:33 σ^2m is variance not σm

@ujjwalupadhyay2447 3 жыл бұрын

sir, why sml is only applied on individual stock and not for portfolios

@ngunitv 3 жыл бұрын

cleanmethotthankyou

@Xenublax2 2 жыл бұрын

"You forgot Jack Treynor!" - Franco Modigliani, probably.

@nasratwaha610 3 жыл бұрын

What are the differences between portfolio theory and CAPM?

@analystprep 3 жыл бұрын

Hi Nasra. "CAPM simultaneously simplified Markowitz's Modern Portfolio Theory (MPT), made it more practical and introduced the idea of specific and systematic risk. Whereas MPT has arbitrary correlation between all investments, CAPM, in its basic form, only links investments via the market as a whole." Source: ebrary.net/7079/business_finance/what_modern_portfolio_theory/ I hope this helps!

@abbaabba8978 3 жыл бұрын

@@analystprep yes thks