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Запись онлайн-лекции по теме “Управление портфелем“ из нашего курса “Подготовка к экзамену CFA Level 1“: Спикер: Егор Вакарюк, CFA, генеральный директор дочерних предприятий холдинговой компании и эксперт SF Education. Содержание урока: 0:00 Начало 7:47- Portfolio Management: an overview 8:58 - Portfolio approach to investing 19:25 - Steps in the portfolio management process 25:44 - Types of investors and characteristics and needs of each 40:47 - Defined contribution and defined benefit pension plans 42:00 - Mutual funds – general definition 43:30 - Types of mutual funds 46:10 - Other forms of pooled investments 54:21 - Portfolio risk and return: Part I 54:33 - Major return measures 59:38 - Other return measures 1:07:56 - Major asset classes 1:13:18 - Variance for individual security 1:16:50 - Risk aversion 1:21:34 - Portfolio’s risk of investing in assets that are less than perfectly correlated (Слайд 1) 1:41:00 - Portfolio’s risk of investing in assets that are less than perfectly correlated (Слайд 2) 1:44:41 - Minimum-variance and efficient frontiers 2:05:36 - Selection of an optimal portfolio, given an investor‘s utility and the capital allocation line (Слайд 1) 2:07:00 - Selection of an optimal portfolio, given an investor‘s utility and the capital allocation line (Слайд 2) 2:10:22 - Selection of an optimal portfolio, given an investor‘s utility and the capital allocation line (Слайд 3) 2:12:20 - Selection of an optimal portfolio, given an investor‘s utility and the capital allocation line (Слайд 4) 2:14:45 - Portfolio risk and return: Part II 2:16:41 - Combining a risk-free asset with a portfolio of risky assets 2:17:10 - Capital allocation line (CAL) (Слайд 1) 2:17:50 - Capital market line (CML) (Слайд 2) 2:20:37 - Capital market line (CML) (Слайд 3) 2:30:00 - Systematic and nonsystematic risk (Слайд 1) 2:32:15 - Systematic and nonsystematic risk (Слайд 2) 2:34:07 - Return generating models (Слайд 1) 2:37:20 - Return generating models (Слайд 2) 2:41:05 - Calculate and interpret beta 2:44:41 - Capital asset pricing model (CAPM) 2:49:55 - The assumptions of CAPM 2:55:10 - Comparing the CML and the SML 2:57:55 - Calculate and interpret the expected return using the CAPM 3:02:20 - Applications of the CAPM and the SML (Слайд 1) 3:09:02 - Applications of the CAPM and the SML (Слайд 2) 3:19:07 - Measures of risk-adjusted return (Слайд 1) 3:21:14 - Measures of risk-adjusted return (Слайд 2) 3:23:25 - Measures of risk-adjusted return (Слайд 3) 3:25:20 - Basics of portfolio planning and construction 3:26:18 - Reasons for a written IPS 3:27:26 - Major components of an IPS 3:29:45 - Risk and return objectives for a client 3:32:08 - Willingness and the ability (capacity) to take risk 3:36:25 - Investment constraints and their implications 3:39:23 - Asset allocation (Слайд 1) 3:40:40 - Asset allocation (Слайд 2) 3:42:42 - Principles of portfolio construction Если вам понравилось видео, ставьте лайки, предлагайте свои идеи для новых видео в комментариях ниже, подписывайтесь на наш канал и рассказывайте о нас своим друзьям! Наш веб-сайт: Мы в Telegram: Наше сообщество в VK: #CFA #оценка #финансы #инвестиции #управление_активами
