Investment Beahvioral Finance
Behavioral Finance / Bahavioral Bias
Behavioral Finance / Bahavioral Bias
Kartei Details
| Karten | 51 |
|---|---|
| Sprache | English |
| Kategorie | Finanzen |
| Stufe | Universität |
| Erstellt / Aktualisiert | 15.01.2022 / 17.10.2023 |
| Lizenzierung | Keine Angabe |
| Weblink |
https://card2brain.ch/box/20220115_investment_beahvioral_finance
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| Einbinden |
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Stapel: Allgemein
Difference between CML and SML
Formeln
Sharpe Ratio
Treynor Ratio
Jensen's alpha
Value at risk
Equation of the CML
Difference Sharpe ratio Treynor ratio
Sharpe ratio depicts the risk premium of an asset or portfolio in relation to the total risk
Treynor ratio depicts the risk premium in relation to the systematic risk Beta
Definition Variance, Covariance and Correlation
Variance refers to the spread of a data set around its mean value, and so it measures the risk of an asset/portfolio.
Covariance refers to the measure of the directional relationship between two random variables.
A positive covariance means both investments' returns tend to move upward or downward in value at the same time. An inverse or negative covariance, on the other hand, means the returns will move away from each other.
covariance talks about the direction – positive or negative – of the relationship between two variables.
correlation talks about the direction, as well as, the strength of the relationship between the variables.
Ableitung
f = ln(x)
f = ln(3x)
f = 3ln(x)
\(f' = {1\over\ x}\)
\(f' = {1\over\ x}\)
\(f' = {3\over\ x}\)
Ableitung
f = cos(x)
\( = {-sin(x)}\)
