Investments - Portfolio Theory 04

Chapter 6 of "Essentials of Finance" by Bodie, Kane, and Marcus. Diversification; efficient diversification; risky portfolios, investment opportunity set, mean-variance criterion; dominance; optimal risky portfolio; efficient frontier; factor models; single-factor model; security characteristic line.

Dr. Krassimir Petrov, Prince Sultan University
Associate Professor in Finance, PSU: Dr. Krassimir Petrov

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[kmpetrov]

Thanks a lot.

[MrBattyyy]

@kmpetrov

What can be the reason of stock being always negatively correlated to the market????

what i think is it may be possible for stocks being uncorrelated or negatively correlated some time but stock being always uncorrelated to the market is difficult to digest for me

[MrBattyyy]

@kmpetrov I have a question...

What is the reason the relationship between portfolio in 1st and 3rd quadrant is indeterminable???

[azzubhaiya]

this teacher is awesome 

[miladtahanan]

awesome man :) you do magics :)

[himakgam]

excellent explanation. thank you!!

[aryanc73]

Thank you sooo much Sir !!

[wengohung]

Very clearly explained, Thank You.

[tritac]

Thank you so much, very helpful

[zamarino]

best ever, it is containing all what you need to get insight