General
- “diversified portfolio” from 10 stocks and up
- 10 stocks (24% risk) … 1000 stocks (21% risk)
- efficient asset … same return but lower variance (risk)
- short selling = giving out a bond, going into debt
- sharpe ration = -value
- CAPM
- passive/active portfolio … rebalance portfolio
Questions
- has correlation within the stock market increased over the past - say 30 years - increased due to capital becoming more correlated as well? With the popularity of ETFs more capital is focused on fewer stocks.
Article
Presentation(s)
Seminar Paper
- create something that is more than it’s parts
- connect the dots - differences and commonalities