Capital Asset Pricing Model (CAPM)
William Sharpe
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The securities markets
Order type execution
Buying on margin
Short sales
Margin accounts
Portfolio theory
The normal distribution
Risky asset + risk free asset
Portfolio of risky assets
Correlation effect
Correlation between asset returns
Diversification limits
Efficient frontier
Harry Markowitz
Capital Asset Pricing Model (CAPM)
CAPM - estimation
William Sharpe
Efficient market hypothesis
Derivatives
Payoffs
Basic Strategies
Portfolio of derivatives
Capital Asset Pricing Model (CAPM)
William Sharpe
William Sharpe
William Sharpe
Interesting links:
William F. Sharpe’s personal website
William F. Sharpe – Biographical notes | NobelPrize.org
William F. Sharpe – Interview | NobelPrize.org
CAPM - estimation
Efficient market hypothesis
