Instructional Video 2 of 2: Modern Portfolio Theory (MPT) and the Capital Asset Pricing Model (CAPM)

Amenc, Chapter 4: Applying CAPM to Performance Measurement is a 45 minute instructional video covering the following concepts:

* Calculate, compare, and evaluate the Treynor measure, the Sharpe measure, and Jensen’s alpha.
* Compute and interpret tracking error, the information ratio, and the Sortino ratio.
* We have also included an illustrated example (from our learning spreadsheet)

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