Portfolio Diversification and Supporting Financial Institutions - CAPM Model

Explore the fundamental concepts of risk management and portfolio diversification in this 1-hour 7-minute lecture from Yale University's Financial Markets course. Delve into the allocation of financial resources across various assets and learn how to create a diversified portfolio that maximizes expected returns for a given level of risk. Examine efficient portfolio frontiers, the significance of diversification, and the Mutual Fund Theory. Gain insights into the Capital Asset Pricing Model (CAPM) and its implications for equity premiums. Understand the crucial role of financial institutions in providing portfolio diversification services. Access complete course materials on the Open Yale Courses website for a comprehensive learning experience in financial markets and risk management.

- Chapter 1. Introduction
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- Chapter 2. Evaluation of Efficient Portfolio Frontiers
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- Chapter 3. The Significance of Portfolio Diversification
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- Chapter 4. The Tangency Portfolio and the Mutual Fund Theory
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- Chapter 5. The Capital Asset Pricing Model
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- Chapter 6. Implications of the Equity Premium and Conclusion
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