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Portfolio Theory 5 The efficient frontier of risky assets
published: 14 May 2021
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describe the implications of combining a risk-free asset with a portfolio of risky assets;
describe the implications of combining a risk-free asset with a portfolio of risky assets;
published: 08 Sep 2018
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Why Risky Assets Are Doing So Well (CAPM)
Since the stock market crash, risky assets/risky investments have performed exceptionally well (focusing on stocks and cryptocurrencies). This video explores why assets like Tesla, Nio, MGM, Bitcoin, Ethereum and Dogecoin have had so much money invested in them, causing meteoric market price rises.
To help understand why risky assets are doing so well, I focus on the Capital Asset Pricing Model (CAPM). I start by explaining what a stock Beta is, which is essentially the sensitivity of the stock to the market’s movements. So, the higher the Beta, the more sensitive the stock is and therefore, the higher risk there is when investing in the asset. It is noted that cryptocurrencies (Bitcoin, Ethereum, dogecoin etc) cannot accurately have a Beta value, as their price movements are mostly uncor...
published: 10 Feb 2021
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'We like risky assets' going in to 2021, strategist says
Wei Li, head of EMEA investment Strategy at BlackRock ETF and Index Investments, discusses the investment outlook in 2021.
published: 04 Jan 2021
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describe and interpret the minimum-variance and efficient frontiers of risky assets and..
describe and interpret the minimum-variance and efficient frontiers of risky assets and the global minimum-variance portfolio;
published: 08 Sep 2018
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Portfolio of Two Risky Assets
The mechanics behind diversification shown using two risky assets.
published: 21 Jan 2016
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Optimal Portfolio of Two Risky Assets with a Risk-Free Asset. CFA Exam. Essentials of Investments
In this video, I cover the concept of optimal portfolio. An optimal portfolio is one that occupies the ‘efficient’ parts of the risk-return premium spectrum. Optimal portfolio is a term used in portfolio theory to refer to the one portfolio on the Efficient Frontier with the highest return-to-risk combination.
✔️Accounting students and CPA Exam candidates, check my website for additional resources: https://farhatlectures.com/
📧Connect with me on social media: https://linktr.ee/farhatlectures
#CFAexam #optimalportfolio #essentailsofinvestments
The optimal portfolio concept falls under the portfolio theory.
The theory assumes that investors fanatically try to minimize risk while striving for the highest return possible.
The theory states that investors will act rationally, always makin...
published: 07 Aug 2020
-
Risky Assets are not yet out of the woods | Javier Corominas | Beyond the Headlines | December 2023
We think risk assets will underperform in 2024.
In this week’s Beyond the Headlines, Javier Corominas, Director of Global Strategy, suggests that caution is warranted on credit and developed market equities, but sees a recovery in European small caps in the second half of the year.
Read the full report here: https://bit.ly/3uTiMkP
Learn more about our services for Asset Managers here: https://bit.ly/3OMoFGP
Follow us for more cutting-edge economic research and analysis:
LinkedIn: https://bit.ly/3OLRZgs
Twitter: https://bit.ly/2IbJdEX
published: 08 Dec 2023
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Goldman Sachs Bullish On Global Equities | Alibaba Bet On Overseas E-Commerce | Global News
Eye on the Global news: Top stories of the Global world, Goldman Sachs are easing their policy on historically supportive risky assets. Germany is likely going into a recession after UK & Japan breaks news of the same. Alibaba shows interest in international E-commerce amid topline growth of 44% YoY.
#globalnews #alibaba #goldmansachs #worldnews
Subscribe To ET Now For Latest Updates On Stocks, Business, Trading | ► https://goo.gl/SEjvK3
Subscribe Now To Our Network Channels :-
Times Now : http://goo.gl/U9ibPb
The NewsHour Debate : http://goo.gl/LfNgFF
To Stay Updated Download the Times Now App :-
Android Google Play : https://goo.gl/zJhWjC
Apple App Store : https://goo.gl/d7QBQZ
Social Media Links :-
Twitter - http://goo.gl/hA0vDt
Facebook - http://goo.gl/5Lr4mC
G+ - http://goo.gl/...
published: 20 Feb 2024
-
How Long Do Risky Assets Bounce?
Major US banks Goldman Sachs and Bank of America released their earnings on Monday. Maria Vassalou, co-CIO of multi-asset solutions at Goldman Sachs Asset Management, joined Alix Steel and Anna Edwards on "Bloomberg Markets" to discuss that and more.
published: 18 Jul 2022
4:32
Why Risky Assets Are Doing So Well (CAPM)
Since the stock market crash, risky assets/risky investments have performed exceptionally well (focusing on stocks and cryptocurrencies). This video explores wh...
Since the stock market crash, risky assets/risky investments have performed exceptionally well (focusing on stocks and cryptocurrencies). This video explores why assets like Tesla, Nio, MGM, Bitcoin, Ethereum and Dogecoin have had so much money invested in them, causing meteoric market price rises.
To help understand why risky assets are doing so well, I focus on the Capital Asset Pricing Model (CAPM). I start by explaining what a stock Beta is, which is essentially the sensitivity of the stock to the market’s movements. So, the higher the Beta, the more sensitive the stock is and therefore, the higher risk there is when investing in the asset. It is noted that cryptocurrencies (Bitcoin, Ethereum, dogecoin etc) cannot accurately have a Beta value, as their price movements are mostly uncorrelated to the stock market. However, we will assume that they have a high beta for the CAPM due to the high risk associated with investments into crypto assets.
I introduce and explain the Capital Asset Pricing Model (CAPM), focusing on the security market line, the risk-free rate (treasury bills rate), and the market portfolio. I show how investors that are looking to get market-beating returns (10-15%) need to invest in assets that have a higher risk (higher beta value) than the market (beta value of 1.0). When the T-Bill rate got dropped from around 2% to 0.01% because of the market crash and economic impact during March 2020, this dropped the security market line. This is as the market risk premium (the difference between the risk-free return and market return) stays relatively consistent. This means that if investors want to continue getting the returns that they were used to getting before the market crash, they need to invest in riskier assets (assets with a higher Beta). I visually demonstrate this in the video with an animation.
GET 10% OFF FEES BUYING AND TRADING CRYPTO ON THE WORLD’S LARGEST EXCHANGE
https://www.binance.com/en/register?ref=JV4OPZV8
*Referral ID is JV4OPZV8 – enter this when registering*
GET A FREE SHARE WORTH UP TO £200 USING FREETRADE:
https://magic.freetrade.io/join/harry/197e07d1
*Sign up using the link above and make a deposit to redeem the free share*
Disclaimer: All ideas presented within this video are that of my own based on my own opinions. Please do not consider any of these videos as financial advice as I am NOT a financial advisor. All financial decisions and choices made are solely your responsibility. The views shared in this video are just for entertainment purposes only.
https://wn.com/Why_Risky_Assets_Are_Doing_So_Well_(Capm)
Since the stock market crash, risky assets/risky investments have performed exceptionally well (focusing on stocks and cryptocurrencies). This video explores why assets like Tesla, Nio, MGM, Bitcoin, Ethereum and Dogecoin have had so much money invested in them, causing meteoric market price rises.
To help understand why risky assets are doing so well, I focus on the Capital Asset Pricing Model (CAPM). I start by explaining what a stock Beta is, which is essentially the sensitivity of the stock to the market’s movements. So, the higher the Beta, the more sensitive the stock is and therefore, the higher risk there is when investing in the asset. It is noted that cryptocurrencies (Bitcoin, Ethereum, dogecoin etc) cannot accurately have a Beta value, as their price movements are mostly uncorrelated to the stock market. However, we will assume that they have a high beta for the CAPM due to the high risk associated with investments into crypto assets.
I introduce and explain the Capital Asset Pricing Model (CAPM), focusing on the security market line, the risk-free rate (treasury bills rate), and the market portfolio. I show how investors that are looking to get market-beating returns (10-15%) need to invest in assets that have a higher risk (higher beta value) than the market (beta value of 1.0). When the T-Bill rate got dropped from around 2% to 0.01% because of the market crash and economic impact during March 2020, this dropped the security market line. This is as the market risk premium (the difference between the risk-free return and market return) stays relatively consistent. This means that if investors want to continue getting the returns that they were used to getting before the market crash, they need to invest in riskier assets (assets with a higher Beta). I visually demonstrate this in the video with an animation.
GET 10% OFF FEES BUYING AND TRADING CRYPTO ON THE WORLD’S LARGEST EXCHANGE
https://www.binance.com/en/register?ref=JV4OPZV8
*Referral ID is JV4OPZV8 – enter this when registering*
GET A FREE SHARE WORTH UP TO £200 USING FREETRADE:
https://magic.freetrade.io/join/harry/197e07d1
*Sign up using the link above and make a deposit to redeem the free share*
Disclaimer: All ideas presented within this video are that of my own based on my own opinions. Please do not consider any of these videos as financial advice as I am NOT a financial advisor. All financial decisions and choices made are solely your responsibility. The views shared in this video are just for entertainment purposes only.
- published: 10 Feb 2021
- views: 307
1:54
'We like risky assets' going in to 2021, strategist says
Wei Li, head of EMEA investment Strategy at BlackRock ETF and Index Investments, discusses the investment outlook in 2021.
Wei Li, head of EMEA investment Strategy at BlackRock ETF and Index Investments, discusses the investment outlook in 2021.
https://wn.com/'We_Like_Risky_Assets'_Going_In_To_2021,_Strategist_Says
Wei Li, head of EMEA investment Strategy at BlackRock ETF and Index Investments, discusses the investment outlook in 2021.
- published: 04 Jan 2021
- views: 1105
5:33
describe and interpret the minimum-variance and efficient frontiers of risky assets and..
describe and interpret the minimum-variance and efficient frontiers of risky assets and the global minimum-variance portfolio;
describe and interpret the minimum-variance and efficient frontiers of risky assets and the global minimum-variance portfolio;
https://wn.com/Describe_And_Interpret_The_Minimum_Variance_And_Efficient_Frontiers_Of_Risky_Assets_And..
describe and interpret the minimum-variance and efficient frontiers of risky assets and the global minimum-variance portfolio;
- published: 08 Sep 2018
- views: 27783
14:17
Portfolio of Two Risky Assets
The mechanics behind diversification shown using two risky assets.
The mechanics behind diversification shown using two risky assets.
https://wn.com/Portfolio_Of_Two_Risky_Assets
The mechanics behind diversification shown using two risky assets.
- published: 21 Jan 2016
- views: 33971
23:45
Optimal Portfolio of Two Risky Assets with a Risk-Free Asset. CFA Exam. Essentials of Investments
In this video, I cover the concept of optimal portfolio. An optimal portfolio is one that occupies the ‘efficient’ parts of the risk-return premium spectrum. Op...
In this video, I cover the concept of optimal portfolio. An optimal portfolio is one that occupies the ‘efficient’ parts of the risk-return premium spectrum. Optimal portfolio is a term used in portfolio theory to refer to the one portfolio on the Efficient Frontier with the highest return-to-risk combination.
✔️Accounting students and CPA Exam candidates, check my website for additional resources: https://farhatlectures.com/
📧Connect with me on social media: https://linktr.ee/farhatlectures
#CFAexam #optimalportfolio #essentailsofinvestments
The optimal portfolio concept falls under the portfolio theory.
The theory assumes that investors fanatically try to minimize risk while striving for the highest return possible.
The theory states that investors will act rationally, always making decisions aimed at maximizing their return for their acceptable level of risk.
The optimal portfolio was used in 1952 by Harry Markowitz, and it shows us that it is possible for different portfolios to have varying levels of risk and return
https://wn.com/Optimal_Portfolio_Of_Two_Risky_Assets_With_A_Risk_Free_Asset._Cfa_Exam._Essentials_Of_Investments
In this video, I cover the concept of optimal portfolio. An optimal portfolio is one that occupies the ‘efficient’ parts of the risk-return premium spectrum. Optimal portfolio is a term used in portfolio theory to refer to the one portfolio on the Efficient Frontier with the highest return-to-risk combination.
✔️Accounting students and CPA Exam candidates, check my website for additional resources: https://farhatlectures.com/
📧Connect with me on social media: https://linktr.ee/farhatlectures
#CFAexam #optimalportfolio #essentailsofinvestments
The optimal portfolio concept falls under the portfolio theory.
The theory assumes that investors fanatically try to minimize risk while striving for the highest return possible.
The theory states that investors will act rationally, always making decisions aimed at maximizing their return for their acceptable level of risk.
The optimal portfolio was used in 1952 by Harry Markowitz, and it shows us that it is possible for different portfolios to have varying levels of risk and return
- published: 07 Aug 2020
- views: 15560
2:11
Risky Assets are not yet out of the woods | Javier Corominas | Beyond the Headlines | December 2023
We think risk assets will underperform in 2024.
In this week’s Beyond the Headlines, Javier Corominas, Director of Global Strategy, suggests that caution is wa...
We think risk assets will underperform in 2024.
In this week’s Beyond the Headlines, Javier Corominas, Director of Global Strategy, suggests that caution is warranted on credit and developed market equities, but sees a recovery in European small caps in the second half of the year.
Read the full report here: https://bit.ly/3uTiMkP
Learn more about our services for Asset Managers here: https://bit.ly/3OMoFGP
Follow us for more cutting-edge economic research and analysis:
LinkedIn: https://bit.ly/3OLRZgs
Twitter: https://bit.ly/2IbJdEX
https://wn.com/Risky_Assets_Are_Not_Yet_Out_Of_The_Woods_|_Javier_Corominas_|_Beyond_The_Headlines_|_December_2023
We think risk assets will underperform in 2024.
In this week’s Beyond the Headlines, Javier Corominas, Director of Global Strategy, suggests that caution is warranted on credit and developed market equities, but sees a recovery in European small caps in the second half of the year.
Read the full report here: https://bit.ly/3uTiMkP
Learn more about our services for Asset Managers here: https://bit.ly/3OMoFGP
Follow us for more cutting-edge economic research and analysis:
LinkedIn: https://bit.ly/3OLRZgs
Twitter: https://bit.ly/2IbJdEX
- published: 08 Dec 2023
- views: 41
2:10
Goldman Sachs Bullish On Global Equities | Alibaba Bet On Overseas E-Commerce | Global News
Eye on the Global news: Top stories of the Global world, Goldman Sachs are easing their policy on historically supportive risky assets. Germany is likely going ...
Eye on the Global news: Top stories of the Global world, Goldman Sachs are easing their policy on historically supportive risky assets. Germany is likely going into a recession after UK & Japan breaks news of the same. Alibaba shows interest in international E-commerce amid topline growth of 44% YoY.
#globalnews #alibaba #goldmansachs #worldnews
Subscribe To ET Now For Latest Updates On Stocks, Business, Trading | ► https://goo.gl/SEjvK3
Subscribe Now To Our Network Channels :-
Times Now : http://goo.gl/U9ibPb
The NewsHour Debate : http://goo.gl/LfNgFF
To Stay Updated Download the Times Now App :-
Android Google Play : https://goo.gl/zJhWjC
Apple App Store : https://goo.gl/d7QBQZ
Social Media Links :-
Twitter - http://goo.gl/hA0vDt
Facebook - http://goo.gl/5Lr4mC
G+ - http://goo.gl/hYxrmj
Website - www.etnownews.com
https://wn.com/Goldman_Sachs_Bullish_On_Global_Equities_|_Alibaba_Bet_On_Overseas_E_Commerce_|_Global_News
Eye on the Global news: Top stories of the Global world, Goldman Sachs are easing their policy on historically supportive risky assets. Germany is likely going into a recession after UK & Japan breaks news of the same. Alibaba shows interest in international E-commerce amid topline growth of 44% YoY.
#globalnews #alibaba #goldmansachs #worldnews
Subscribe To ET Now For Latest Updates On Stocks, Business, Trading | ► https://goo.gl/SEjvK3
Subscribe Now To Our Network Channels :-
Times Now : http://goo.gl/U9ibPb
The NewsHour Debate : http://goo.gl/LfNgFF
To Stay Updated Download the Times Now App :-
Android Google Play : https://goo.gl/zJhWjC
Apple App Store : https://goo.gl/d7QBQZ
Social Media Links :-
Twitter - http://goo.gl/hA0vDt
Facebook - http://goo.gl/5Lr4mC
G+ - http://goo.gl/hYxrmj
Website - www.etnownews.com
- published: 20 Feb 2024
- views: 391
8:32
How Long Do Risky Assets Bounce?
Major US banks Goldman Sachs and Bank of America released their earnings on Monday. Maria Vassalou, co-CIO of multi-asset solutions at Goldman Sachs Asset Manag...
Major US banks Goldman Sachs and Bank of America released their earnings on Monday. Maria Vassalou, co-CIO of multi-asset solutions at Goldman Sachs Asset Management, joined Alix Steel and Anna Edwards on "Bloomberg Markets" to discuss that and more.
https://wn.com/How_Long_Do_Risky_Assets_Bounce
Major US banks Goldman Sachs and Bank of America released their earnings on Monday. Maria Vassalou, co-CIO of multi-asset solutions at Goldman Sachs Asset Management, joined Alix Steel and Anna Edwards on "Bloomberg Markets" to discuss that and more.
- published: 18 Jul 2022
- views: 8522