公司理财课件10学习课件.pptVIP

* Single Factor Model Fabrizio Casalin ? NBS8015 Lecture 10 * Learning Objectives: 1 – understanding Single Factor Model 2 – the role of diversification in Single Factor Model 3 – the CAPM and Single Index Model 4 – Estimating the Single Index Model 5 – Predicting betas 6 – Tracking portfolios Fabrizio Casalin ? NBS8015 – FT CP Material: Bodie, Kane and Marcus, Investments, McGraw Hill, Ch. 10 Please click here and answer the MCT 2 * 1 - Single Factor Model Markowitz Selection Model requires following input list - n estimates expected security returns - n estimates variances - (