收益管理与风险控制(英文版)(ppt 47页)-精.pptVIP

Chapter Outline 10.1 Individual Securities 10.2 Expected Return, Variance, and Covariance 10.3 The Return and Risk for Portfolios 10.4 The Efficient Set for Two Assets 10.5 The Efficient Set for Many Securities 10.6 Diversification: An Example 10.7 Riskless Borrowing and Lending 10.8 Market Equilibrium 10.9 Relationship between Risk and Expected Return (CAPM) 10.10 Summary and Conclusions 10.1 Individual Securities The characteristics of individual securities that are of interest are the: Expected Return Variance and Standard Deviation Covariance and Correlation 10.2 Expected Return, Variance,