Hello guys, Welcome to Africa's Largest Video Search Engine, and you are watching Modern Portfolio Theory (MPT) and the Capital Asset Pricing Model (CAPM) (FRM P1 2021 – B1 – Ch5). and this video is uploaded by AnalystPrep at 2020-01-27T12:55:54-08:00. We are just promoting this video only for entertainment and educational purpose only. I hop you like our Video Search Engine. [UiLKoRKppY8]
| Name | Modern Portfolio Theory (MPT) and the Capital Asset Pricing Model (CAPM) (FRM P1 2021 – B1 – Ch5) |
| Video Uploader | Video From AnalystPrep |
| Upload Date | This Video Uploaded At 27-01-2020 20:55:54 |
| Video Discription | For FRM (Part I & Part II) video lessons, study notes, question banks, mock exams, and formula sheets covering all chapters of the FRM syllabus, click on the following link: https://analystprep.com/shop/unlimited-package-for-frm-part-i-part-ii/ *AnalystPrep is a GARP-Approved Exam Preparation Provider for FRM Exams* After completing this reading you should be able to: - Explain modern portfolio theory and interpret the Markowitz efficient frontier. - Understand the derivation and components of the CAPM. - Describe the assumptions underlying the CAPM. - Interpret the capital market line. - Apply the CAPM in calculating the expected return on an asset. - Interpret beta and calculate the beta of a single asset or portfolio. - Calculate, compare and interpret the following performance measures: the Sharpe performance index, the Treynor performance index, the Jensen performance index, the tracking error, information ratio and Sortino ratio. 0:00 Introduction 0:15 Learning Objectives 0:55 Assumptions Underlying the CAPM 9:21 Interpreting Beta 16:53 Example on Beta 19:57 Derivation of CAPM 21:39 The Capital Market Line 28:53 The Treynor Measure: Analogy 32:41 The Sharpe Measure 35:08 The Jensen Measure 44:54 The Tracking-Error: Example 46:09 The Information Ratio 48:19 The Sortino Ratio [UiLKoRKppY8] |
| Category | Education |
| Tags | frm | frm part 1 | frm video lectures | capm | capital asset pricing model | capital market line | cml | sharpe ratio | treynor ratio | jensen's alpha | tracking error | information ratio | Sortino ratio |
