What The Heck Is An Inverted Yield Curve? And Why Does It Predict A Recession?
Posts Tagged ‘bogle0mg’
Everything You Need to Know About Bonds | PIMCO
January 25, 2023Everything You Need to Know About Bonds | PIMCO
https://europe.pimco.com/en-eu/resources/education/everything-you-need-to-know-about-bonds
The Capital Asset Pricing Model: Theory and Evidence (Digest Summary)
January 24, 2023https://www.cfainstitute.org/en/research/cfa-digest/2005/05/the-capital-asset-pricing-model-theory-and-evidence-digest-summary QT:{{”
The capital asset pricing model (CAPM) builds on the Markowitz mean–variance-efficiency model in which risk-averse investors with a one-period horizon care only about expected returns and the variance of returns (risk). These investors choose only efficient portfolios with minimum variance, given expected return, and maximum expected return, given variance. Expected returns and variance plot a parabola, and points above its global minimum identify a mean–variance-efficient frontier of risky assets.
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