Financial Markets and the Real Economy John H. Cochrane∗ Graduate School of Business University of Chicago 5807 S. Woodlawn Chicago IL 60637 773 702 3059 December 19, 2006…

1. CHAPTER 7 Optimal Risky PortfoliosInvestments, 8th editionBodie, Kane and MarcusSlides by Susan HineMcGraw-Hill/Irwin Copyright © 2009 by The McGraw-Hill Companies, Inc.…

Portfolio Diversification Chapters 7 and 8 Investments (BKM) ´Don·t put all of your eggs in one basketµ Systematic and specific risk What would be the source of risk of…

Slide 19-1 Chapter 9 Capital Asset Pricing Model Slide 2 9-2 It is the equilibrium model that underlies all modern financial theory Derived using principles of diversification…

Slide 1 11-1 Chapter 11 Diversification and Risky Asset Allocation Slide 2 11-2 Learning Objectives 1. How to calculate expected returns and variances for a security. 2.…

Slide 1Risk and Return: Portfolio Theory and Assets Pricing Models Slide 2 Chapter Objectives Discuss the concepts of portfolio risk and return. Determine the relationship…

Chapter 5 Risk and Return Risk and Return Chapter 5 1 LEARNING OBJECTIVES Discuss the concepts of portfolio risk and return Determine the relationship between risk and return…

Asset Allocation Optimal Risky Portfolios- Asset Allocations BKM Ch 7 Asset Allocation Idea from bank account to diversified portfolio principles are the same for any number…

Table of Content Chapter 1:- Conceptual Overview Chapter 2:- Research Methodology · Objective of Study · Scope and Rationale of Study · Methodology · Limitation of Study…