markowitz-efficient-frontier

  1. Nicole Seaman

    P1.T1.20.8. Modern portfolio theory (MPT)

    Learning objectives: Explain modern portfolio theory and interpret the Markowitz efficient frontier. Understand the derivation and components of the CAPM. Describe the assumptions underlying the CAPM. Interpret the capital market line. Apply the CAPM in calculating the expected return on an...
    • Nicole Seaman
    • Thread
    • beta capital-asset-pricing-model capital-market-line expected-return markowitz-efficient-frontier modern-portfolio-theory
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    • Forum: FRM® Practice Questions
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