Unit 4 – Asset Pricing Models and Mutual Funds
Capital Asset Pricing Model (CAPM)
Efficient Frontier with a Combination of Risky and Risk-Free Assets Core Concept: The Capital Ass...
Assumptions of the Single-Period Classical CAPM Model
Core Concept: The Capital Asset Pricing Model (CAPM) is a theoretical model that relies on a set...
Expected Return, Required Return, Overvalued and Undervalued Assets as per CAPM
Core Concept: The Capital Asset Pricing Model (CAPM) provides a framework for determining the re...
Multiple Factor Models
Arbitrage Pricing Theory (APT), APT vs CAPM Core Concept: Multiple factor models are asset pricin...
Mutual Funds
Introduction, Classification, Advantages, and Disadvantages Core Concept: Mutual funds are invest...
Performance Evaluation of Managed Funds
Sharpe, Treynor, and Jensen's Measures Core Concept: Evaluating the performance of managed funds ...