Portfolio Management And The Capital Asset Pricing Model



Last updated 7/2019
MP4 | Video: h264, 1280×720 | Audio: AAC, 44.1 KHz
Language: English | Size: 4.04 GB | Duration: 4h 48m
Application of Portfolio theory to the CAPM model and to the Miller and Modigliani model


What you’ll learn
Students will learn how to calculate risk and return for a portfolio and a single asset investment. Also learn how to construct a Portfolio, CAPM and Miller Modigliani diagrams.
Requirements
First year in Accountancy
Description
This course has been designed for students studying Corporate Finance at the under-graduate or post-graduate level.The topics covered are – Portfolio theory, Capital Asset Pricing model theory and Miller and Modigliani theory.You will learn the following -1. Construct portfolios for two projects and calculate their risk and expected return2. Graphically illustrate the combination of two or more portfolios3. Explain the derivation and rationale of the Capital Market Line4. Explain why diversification lowers risk and the meaning of Beta5. Explain the difference between the Capital Market Line and the Security Market Line6. Construct the Security Market Line7. Explain the difference between expected and required return8. Discuss the limitations of CAPM for capital budgeting decisions
Overview
Section 1: Portfolio theory
Lecture 1 Introduction
Lecture 2 Portfolio theory
Lecture 3 Portfolio theory continued
Section 2: Capital Asset Pricing Model and the Miller Modigliani theory
Lecture 4 CAPM theory and application
Lecture 5 CAPM and the Miller Modigliani model
Lecture 6 CAPM and the Miller Modigliani model – continued
Lecture 7 Appendix
Lecture 8 Tutorial examples
Lecture 9 Tutorial examples – continued
Undergraduate and post-graduate students

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