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Basics of Portfolio Construction

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  • By Tháng Chín 13, 2019
  • Capital market expectations are the investor’s expectations concerning the risk and return prospects of asset classes. Capital market expectations are quantified in terms of asset class expected returns, standard deviation of returns, and correlations among pairs of asset classes. Expected returns are in practice developed in a variety of ways, including the use of historical […]

Introduction to Capital Market Theory and Asset Pricing Model

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  • By Tháng Chín 13, 2019
  • Capital market theory extends portfolio theory and develops a model for pricing all risky assets, while capital asset pricing model (CAPM) will allow you to determine the required rate of return for any risky asset

Introduction to Portfolio Management

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  • By Tháng Chín 13, 2019
  • Definition of Risk Uncertainty: Risk means the uncertainty of future outcomes. For instance, the future value of an investment in Google’s stock is uncertain; so the investment is risky. On the other hand, the purchase of a six-month Certificate of Deposit has a certain future value; the investment is not risky. Probability: Risk is measured […]

Global Market Investment Decision and Securities Markets

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  • By Tháng Chín 13, 2019
  • More investment instruments available in the financial markets as a results of technological advances and new regulations Ability to invest from a global perspective thanks to the globalization or integration of domestic and foreign financial markets New investment vehicles with a variety of maturities, risk-return characteristics, and cash flow patterns being spawned due to competition […]

The Investment Setting & the Asset Allocation Decision

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  • By Tháng Chín 13, 2019
  • Main textbook: Bodie, Z., Kane, A. and Marcus, A., (2011), Investments and Portfolio Management (9th global edition.), New York: McGraw-Hill Education. Reilly, F., Brown, K., Analysis of Investments: Management of Portfolios (2012: International Edition) Supplementary books: Hillier D., Ross S., Westerfield, R., Jaffe, J., and Jordan, B., (2016), Corporate Finance, 3nd Edition, New York: McGraw-Hill […]

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