CFA: Level II: Video Tutorial: Portfolio Concepts: Part I (of 4)
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We love what we do, and we make awesome video lectures for CFA and FRM exams. Our Video Lectures are comprehensive, easy to understand and most importantly, fun to study with!
This Video lecture was recorded by our Lead Trainer for CFA, Mr. Utkarsh Jain, during one of his live Session in Pune (India).
To know more about CFA/FRM training at FinTree, visit:
http://www.fintreeindia.com We offer the most comprehensive and easy to understand video lectures for CFA and FRM Programs. To know more about our video lecture series, visit us at www.fintreeindia.com
This Video lecture was recorded by Mr. Utkarsh Jain, during his live CFA Level II Classes in Pune (India). This video lecture covers following key area's:
1. mean-variance analysis and its assumptions, and calculate the expected return and the standard deviation of return for a portfolio of two or three assets.
2. minimum-variance and efficient frontiers,
3. benefits of diversification and how the correlation in a two-asset portfolio and the number of assets in a multi-asset portfolio affect the diversification benefits
4. variance of an equally weighted portfolio of n stocks
5. capital allocation and capital market lines (CAL and CML) and the relation between them, and calculate the value of one of the variables given values of the remaining variables.
6. capital asset pricing model (CAPM), including its underlying assumptions and the resulting conclusions
7. security market line (SML), the beta coefficient, the market risk premium, and the Sharpe ratio, and calculate the value of one of these variables given the values of the remaining variables.
8.the market model
9.an adjusted beta, and explain the use of adjusted and historical betas as predictors of future betas.
10.reasons for and problems related to instability in the minimum-variance frontier.
11.macroeconomic factor models, fundamental factor models, and statistical factor models.
12.expected return on a portfolio of two stocks, given the estimated macroeconomic factor model for each stock
13. arbitrage pricing theory (APT), including its underlying assumptions and its relation to the multifactor models
14.sources of active risk,