I swear I have been looking for the way to derive SML from CML for few days in Google; visiting too many pages of knowledgeable content. This is the only one that give me the simple explanation of the derivation. Bow down to the greatest teacher of the Universe ...
#Dr.MarkusRudolf Really have a brief lecture on CAPM and security line. Highly appreciable. Includes all material. Thank you so much for this valuable lecture. If you have any lecture on option please upload
PLEASE ANSWER MY QUESTIONS!!! I have 2 questions: 1)I dont get it that alpha must be zero according to Capm assumption. Because, it accepts efficient market hypothesis. But like in that video, we can get alpha that different than zero mathematically. 2) In asset pricing model, everybody says we estimate returns. My question is what are we estimate in asset pricing models? What I understand that we use past data of stocks as expected returns to estimate coefficient and after that we look results to say whether the factors used in model significant to explain stock returns. And if the factor significant, what are we gonna get?
The first convex frontier and the second linear frontier both become parabolae when plotting the expected return over the variance (aka volatility squared) instead of the volatility (aka standard deviation). Thus there is nothing special about the linearity of the second frontier, it's a degenerated hyperbola.
I'm so jealous of students who are taking classes with him. He is excellent in teaching!
Highly valuable course - Efficient and simple in 30 minutes !
I swear I have been looking for the way to derive SML from CML for few days in Google; visiting too many pages of knowledgeable content. This is the only one that give me the simple explanation of the derivation. Bow down to the greatest teacher of the Universe ...
This is exactly what i was looking for! Thank you very much!! you are a great professor!
excellent explanation in a crystal clear manner. Thank you very much for sharing this with us. Deeply appreciated.
simply amazing lesson. hands down. wow.
#Dr.MarkusRudolf Really have a brief lecture on CAPM and security line. Highly appreciable. Includes all material. Thank you so much for this valuable lecture. If you have any lecture on option please upload
My wife is a MBA in Finance & she is a fan!
I swear you know inside out what you’re teaching.
HIGHLY HIGHLY HIGHLY RECOMMENDED. Thankyou so much!
very very helpful!! amazing Professor!
Danke genau das habe ich gesucht! :)
"Thank you very much!! you are a great professor
Hello Mr. Rudolf,
Can you give me the script of the program that you used to do the simulations?
Thank you in advance
OMG this guy is so cute! He teaches pretty well too.
Amazing lesson
PLEASE ANSWER MY QUESTIONS!!!
I have 2 questions:
1)I dont get it that alpha must be zero according to Capm assumption. Because, it accepts efficient market hypothesis. But like in that video, we can get alpha that different than zero mathematically.
2) In asset pricing model, everybody says we estimate returns. My question is what are we estimate in asset pricing models? What I understand that we use past data of stocks as expected returns to estimate coefficient and after that we look results to say whether the factors used in model significant to explain stock returns. And if the factor significant, what are we gonna get?
Excellent video
Cheers, really helpful
An excellent video! My one criticism would be that he implies that bonds are part of the Market portfolio, which they are not.
amazing, thank you soo much!
good teaching
amazing!
The first convex frontier and the second linear frontier both become parabolae when plotting the expected return over the variance (aka volatility squared) instead of the volatility (aka standard deviation). Thus there is nothing special about the linearity of the second frontier, it's a degenerated hyperbola.
Awesome!
good job
Brilliant. :)
Great!!!!!!
hero
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