Loading...

CAPM Example 2: Balanced Fund

Course video 43 of 95

In Module 2, we will develop the financial intuition that led to the Capital Asset Pricing Model (CAPM), starting with the Separation Theorem of Investments. We will understand that in a CAPM setting, only the market-wide risk of an asset is priced – securities with greater sensitivity to the market are required by investors to yield higher returns on average. We will also learn how to interpret regressions that provide us with both a benchmark to use for a security given its risk (determined by its beta), as well as a risk-adjusted measure of the security’s performance (measured by its alpha).

À propos de Coursera

Cours, Spécialisations et Diplômes en ligne enseignés par des enseignants du plus haut niveau provenant des meilleurs universités et établissements d'enseignement du monde.

Community
Join a community of 40 million learners from around the world
Certificate
Earn a skill-based course certificate to apply your knowledge
Career
Gain confidence in your skills and further your career