- published: 21 Jan 2016
- views: 5994
The mechanics behind diversification shown using two risky assets.
Finding the proportions we invest in the risky vs risk-free assets.
This video is also available in German: http://youtu.be/a8CTDa1xob4 As markets expected, the ECB has slashed its benchmark interest rate to a record low of 0.5percent. What are the near-term effects? Amid a temporary weak patch in the global economy, the positive environment for equities remains intact. Oil, hedge funds and real estate offer further upside potential, says Anja Hochberg, Head of Investment Strategy at Credit Suisse. Click the following link to read the article/transcript on our website: http://bit.ly/12lajOK ------------------------------------------------------------------------------------------ Check out our playlist for more expert interviews and videos on the state of the global economy: http://www.youtube.com/playlist?list=PL0B44DF914C4FB3ED Subscribe to our ch...
www.investmentlens.com We have only 2 risky assets in a world where CAPM holds. We have to make use of their expected returns, volatilities and correlation to compute expected return and volatility of market portfolio. We then are asked to calculate the return on a risk free security.
Jun.15 -- In today's "Single Best Chart," Bloomberg's Tom Keene and Francine Lacqua display U.S. core inflation going back to 1988. They speak with David Woo, head of global rates and FX strategy at Bank of America Merrill Lynch, and James Sweeney, chief economist in fixed income research at Credit Suisse, on "Bloomberg Surveillance."
To download 10 free tutorials on Portfolio Management question bank Visit: http://www.edupristine.com/ca/free-10-day-course/cfa-portfolio-management/ Understand the difference between: Indifference curve; Utility function & Capital allocation line and learn how Capital Allocation is the possible combination of risk-free assets and optimal risky asset portfolio. More about CFA on: http://www.edupristine.com/ca/courses/cfa/ About EduPristine: Trusted by Fortune 500 Companies and 10,000 Students from 40+ countries across the globe, EduPristine is one of the leading Training provider for Finance Certifications like CFA, PRM, FRM, Financial Modeling etc. EduPristine strives to be the trainer of choice for anybody looking for Finance Training Program across the world. Subscribe to our YouT...
2016 has left markets fearful, are there any success stories? Philippe Schindler, Blue Lakes Advisors You can view this video and the full video archive on the Dukascopy TV page: http://www.dukascopy.com/tv/en/#178041 Смотрите Dukascopy TV на вашем языке: http://www.youtube.com/user/dukascopytvrussian 用您的语言观看杜高斯贝电视: http://www.youtube.com/user/dukascopytvchinese Miren Dukascopy TV en su idioma: http://www.youtube.com/user/dukascopytvspanish Schauen Sie Dukascopy TV in Ihrer Sprache: http://www.youtube.com/user/dukascopytvgerman Regardez la Dukascopy TV dans votre langue: http://www.youtube.com/user/dukascopytvfrench Veja a TV Dukascopy na sua língua: http://www.youtube.com/user/dukascopytvpt
www.investmentlens.com This simple example helps clarify how to solve for weights when constructing a minimum variance portfolio with 2 assets. After finding the weights of both assets, we use them to estimate expected return and volatility of the minimum variance portfolio.
Chief Investment Officer, Yves Bonzon, tells Amanda Kayne that the Julius Baer strategy of treating political events as external shocks led to precautionary repositioning just before the first round of the French election, which subsequently could be reversed again. Back to fundamentals, an expanding global economy as well as cautious and accommodative central bank policies result in an economic situation being neither too hot nor too cold, which should support riskier assets. Furthermore, Yves emphasizes that statistical analysis reveals that there is no correlation between low volatility and imminent corrections on the financial markets.
A brief demonstration on computing the covariance and correlation between assets
http://goo.gl/JMhs8r for more free video tutorials covering Portfolio Management. This video shows the calculation of expected return and standard deviation in details referring to the Markowitz portfolio theory. It is really important to a portfolio theory to understand the idea of measuring risky returns on the risky assets. The video step by step shows the measuring techniques of risky returns on asset to be hold in a portfolio subsequent to an example where it asks to calculate the potential expected return based on the given data. Expected return is by no means a guaranteed rate of return. However, it can be used to forecast the value of portfolio and it also provides a guide from which to measure actual returns. It is calculated as the weighted average of the likely profits of the ...
May 11 (Bloomberg) -- Terry Belton, head of fixed-income strategy at JPMorgan Chase & Co., talks about investment strategy in the current environment and debate over the U.S. debt limit. Belton, speaking with Tom Keene on Bloomberg Television's "Surveillance Midday," also discusses the impact of today's conviction of Galleon Group LLC co-founder Raj Rajaratnam on Wall Street. (Source: Bloomberg)
Traders’ interest in risky assets is waning much earlier than currency analysts predicted. In the Asian trade, the US dollar is losing ground against the basket of major currencies, in the particular the yen. The dollar/yen pair jumped over 110.20 but failed to stay up for long. Now the pair is making correctional moves downward. Analysts expect the pair to touch 109.60. The Australian dollar is taking advantage to settle above 0.80. The AUD/USD pair is trading near to 0.8040. Analysts say that today the aussie found support from Australia’s consumer confidence indicator. According to the survey by the Melbourne Institute and Westpac Bank, consumer sentiment spiked in September by 2.5% to 97.9 points, which has been the strongest increase in the latest four months. The indicator drop...
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At the weekend China’s leader soothed the geopolitical tensions which arose due to Trump’s provocative comments about the strongman of North Korea. Xi Jinping appealed to the leaders to calm down and stop threatening to unleash a war. Speaking with Donald Trump on the phone, China’s leader asked him to moderate his language and try to avoid cutting remarks which could worsen the situation on the Korean peninsula. After Xi Jinping interfered, appetite for risky assets increased, so buy deals on safe-haven assets were closed in early deals this week. The dollar-yen pair rebounded from the 8-week low at 109.00 and approached the level of 109.80 by the end of the Asian session. Risky assets are attractive for traders again. The Australian dollar rose above 0.7910 against the US dollar. Beside...
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