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Reading 41 Riesgo y Retorno de Portafolios: Parte I (Estructura)
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The reading is organized as follows:
Sección 2 discute las caracteristicas de inversión de activos. Particularmente, enseñamos los varios tipos de riesgo y retorno, como se calculan y como se aplican a la seleccion apropiada de activos para incluir en el portafolios.
Section 3 habla de la aversión al riesgo y como las curvas de indiferencia pueden ser construidas. Las curvas de indiferencia son entonces aplicadas a la selección de un portafolios optimo usando dos activos riesgosos.
Section 4 provee un entendimiento y manera de calcular el riesgo del portafolios. El rol de la correlación y la diversificación de riesgo en el portafolios son examinados a detalle.
Section 5 comienza con los activos de riesgo disponibles para los inversionistas y construye muchos portafolios de riesgo. Ilustra el proceso de acotar las opciones a un set eficiente de portafolios de riesgo antes de identificar el portafolio de riesgo optimo. El portafolio de riesgo es combinado con las preferencias del inversionista para generar el portafolio de riesgo optimo.
Sección 2 discute las caracteristicas de inversión de activos. Particularmente, enseñamos los varios tipos de riesgo y retorno, como se calculan y como se aplican a la seleccion apropiada de activos para incluir en el portafolios.
Section 3 habla de la aversión al riesgo y como las curvas de indiferencia pueden ser construidas. Las curvas de indiferencia son entonces aplicadas a la selección de un portafolios optimo usando dos activos riesgosos.
Section 4 provee un entendimiento y manera de calcular el riesgo del portafolios. El rol de la correlación y la diversificación de riesgo en el portafolios son examinados a detalle.
Section 5 comienza con los activos de riesgo disponibles para los inversionistas y construye muchos portafolios de riesgo. Ilustra el proceso de acotar las opciones a un set eficiente de portafolios de riesgo antes de identificar el portafolio de riesgo optimo. El portafolio de riesgo es combinado con las preferencias del inversionista para generar el portafolio de riesgo optimo.
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Reading 41 Portfolio Risk and Return: Part I (Intro)
In this reading, we will explain the broad types of investors and how their risk–return preferences can be formalized to select the optimal portfolio from among the infinite portfolios contained in the investment opportunity set. <span>The reading is organized as follows: Section 2 discusses the investment characteristics of assets. In particular, we show the various types of returns and risks, their computation and their applicability to the selection of appropriate assets for inclusion in a portfolio. Section 3 discusses risk aversion and how indifference curves, which incorporate individual preferences, can be constructed. The indifference curves are then applied to the selection of an optimal portfolio using two risky assets. Section 4 provides an understanding and computation of portfolio risk. The role of correlation and diversification of portfolio risk are examined in detail. Section 5 begins with the risky assets available to investors and constructs a large number of risky portfolios. It illustrates the process of narrowing the choices to an efficient set of risky portfolios before identifying the optimal risky portfolio. The risky portfolio is combined with investor risk preferences to generate the optimal risky portfolio. A summary concludes this reading. <span><body><html>
Reading 41 Portfolio Risk and Return: Part I (Intro)
In this reading, we will explain the broad types of investors and how their risk–return preferences can be formalized to select the optimal portfolio from among the infinite portfolios contained in the investment opportunity set. <span>The reading is organized as follows: Section 2 discusses the investment characteristics of assets. In particular, we show the various types of returns and risks, their computation and their applicability to the selection of appropriate assets for inclusion in a portfolio. Section 3 discusses risk aversion and how indifference curves, which incorporate individual preferences, can be constructed. The indifference curves are then applied to the selection of an optimal portfolio using two risky assets. Section 4 provides an understanding and computation of portfolio risk. The role of correlation and diversification of portfolio risk are examined in detail. Section 5 begins with the risky assets available to investors and constructs a large number of risky portfolios. It illustrates the process of narrowing the choices to an efficient set of risky portfolios before identifying the optimal risky portfolio. The risky portfolio is combined with investor risk preferences to generate the optimal risky portfolio. A summary concludes this reading. <span><body><html>
Summary
| status | not read | reprioritisations | ||
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| last reprioritisation on | suggested re-reading day | |||
| started reading on | finished reading on |
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