MIP/MB-IPB/08 1 MANAJEMEN INVESTASI DAN PORTOFOLIO Lecture 3a: Portfolio Management.

Slides:

Advertisements

Similar presentations

REAL OPTION TECHNIQUE PROF. ROY SEMBEL September 2006.

Advertisements

MIP/MB-IPB/08 1 MANAJEMEN INVESTASI DAN PORTOFOLIO Lecture 8d: Portfolio Performance Evaluation (additional)

MIP/MB-IPB/08 1 MANAJEMEN INVESTASI DAN PORTOFOLIO Lecture 6b: Bond Portfolio Strategies.

1 PEMBELANJAAN PERUSAHAAN LECTURE 5a – LIFE CYCLE & FINANCING DECISION.

1 PEMBELANJAAN PERUSAHAAN LECTURE 6 – OPTIMUM CAPITAL STRUCTURE.

1 PEMBELANJAAN PERUSAHAAN LECTURE 1 - INTRODUCTION.

1 PEMBELANJAAN PERUSAHAAN LECTURE 7a – VALUATION ON DEBT / BOND.

1 PEMBELANJAAN PERUSAHAAN LECTURE 3a– CASH CONVERSION.

MANAJEMEN PRODUKSI DAN OPERASI

BENCHMARKING BAHAN KULIAH MANAJEMEN STRATEGIK MB-IPB 15 Agustus 2007.

Capital Allocation Between the Risky Asset and the Risk-Free Asset.

Developing and Marketing Products Copyright © 2010 Pearson Education, Inc. publishing as Prentice Hall.

MIP/MB-IPB/08 1 MANAJEMEN INVESTASI DAN PORTOFOLIO Lecture 9: Portfolio Investment Management Process.

MIP/MB-IPB/08 1 MANAJEMEN INVESTASI DAN PORTOFOLIO Lecture 7b: Equity Management – Active Strategies – Asset Allocation.

MANAJEMEN KOMPENSASI BENEFITS & SERVICES BENEFITS PROGRAMS EMPLOYEE SERVICES MMA IPB – 2009 (4)

Money Market Noer Azam Achsani.

MIP/MB-IPB/08 1 MANAJEMEN INVESTASI DAN PORTOFOLIO Lecture 4a: CAPM.

MIP/MB-IPB/88 1 MANAJEMEN INVESTASI DAN PORTOFOLIO Lecture 2a: Risk and Risk Aversion.

Managing International Operations Copyright © 2010 Pearson Education, Inc. publishing as Prentice Hall.

MIP/MB-IPB/08 1 MANAJEMEN INVESTASI DAN PORTOFOLIO Lecture 3b: Portfolio Management.

MIP/MB-IPB/08 1 MANAJEMEN INVESTASI DAN PORTOFOLIO Lecture 4b: CAPM.

1 MANAJEMEN INVESTASI DAN PORTOFOLIO Lecture 2b: Risk and Return.

Selecting and Managing Entry Modes Copyright © 2010 Pearson Education, Inc. publishing as Prentice Hall.

International Monetary System Copyright © 2010 Pearson Education, Inc. publishing as Prentice Hall.

Management at Glance Siswanto. Management "Management" (from ménagement"the art of conducting, directing" Old French "Managementfrom manuagere"to lead.

McGraw-Hill/Irwin Business Research Methods, 10e Dosen: Prof. Dr. Ir. Ujang Sumarwan, MSc Chapter 16 Exploring, Displaying, and Examining Data.

1 Introduction to Application of Simulation Technique Marimin

MIP/MB-IPB/08 1 MANAJEMEN INVESTASI DAN PORTOFOLIO Lecture 6a: Managing Bond Portfolios.

MIP/MB-IPB/08 1 MANAJEMEN INVESTASI DAN PORTOFOLIO Lecture 1a: Introduction.

1 FINANCIAL MARKETS AND INSTRUMENTS LECTURE 1b - INTRODUCTION.

RELATIONSHIP SCHOOL FOR CHARACTER BUILDING. What is Relationship?

Risk and Return: Past and Prologue CHAPTER 5. McGraw-Hill/Irwin © 2004 The McGraw-Hill Companies, Inc., All Rights Reserved. Holding Period Return.

Regional Economic Integration Copyright © 2010 Pearson Education, Inc. publishing as Prentice Hall.

International Strategy and Organization Copyright © 2010 Pearson Education, Inc. publishing as Prentice Hall.

1 PEMBELANJAAN PERUSAHAAN LECTURE 3b – CREDIT MANAGEMENT.

Politics, Law, and Business Ethics Copyright © 2010 Pearson Education, Inc. publishing as Prentice Hall.

Foreign Exchange Risk. Copyright  2004 McGraw-Hill Australia Pty Ltd PPTs t/a International Finance: An Analytical Approach 2e by Imad A. Moosa Slides.

McGraw-Hill/Irwin Copyright © 2001 by The McGraw-Hill Companies, Inc. All rights reserved. 7-1 Capital Allocation Between the Risky Asset and the Risk-Free.

International Financial Markets Copyright © 2010 Pearson Education, Inc. publishing as Prentice Hall.

10. Sustainable Development: The Problem of Land Conservation in Developing Countries (DCs)

1 PEMBELANJAAN PERUSAHAAN LECTURE 4c – VENTURE CAPITAL.

Globalization Copyright © 2010 Pearson Education, Inc. publishing as Prentice Hall.

1 PEMBELANJAAN PERUSAHAAN LECTURE 5b – THE FINANCING PROCESS.

Foreign Direct Investment Copyright © 2010 Pearson Education, Inc. publishing as Prentice Hall.

Business-Government Trade Relations Copyright © 2010 Pearson Education, Inc. publishing as Prentice Hall.

1 PEMBELANJAAN PERUSAHAAN LECTURE 2 – NET WORKING CAPITAL.

1 PEMBELANJAAN PERUSAHAAN LECTURE 9 – RISK MANAGEMENT.

1 PEMBELANJAAN PERUSAHAAN LECTURE 8 – DIVIDEND DECISION.

N & P ARTNERSHIP etworking N.E.T.W.O.R.K.I.N.G “Is simply the art of meeting people, making friends with them, and benefiting from it.” Networking Presentation.

1 PEMBELANJAAN PERUSAHAAN LECTURE 4a – SOURCES OF SHORT TERM FINANCING.

Quality Management System. Lecture Outline  Meaning of Quality  Total Quality Management  Quality Improvement and Role of Employees  Strategic Implications.

1 PEMBELANJAAN PERUSAHAAN LECTURE 4b – SINGLE PAYMENT LOAN.

Risk Premiums and Risk Aversion

McGraw-Hill/Irwin Business Research Methods, 10eCopyright © 2008 by The McGraw-Hill Companies, Inc. All Rights Reserved. Chapter 4 The Business Research.

Risk Aversion and Capital Allocation Risk Tolerance Asset Allocation Capital Allocation Line.

McGraw-Hill/Irwin Copyright © 2005 by The McGraw-Hill Companies, Inc. All rights reserved. Chapter 7 Capital Allocation Between The Risky And The Risk-Free.

Essentials of Investments © 2001 The McGraw-Hill Companies, Inc. All rights reserved. Fourth Edition Irwin / McGraw-Hill Bodie Kane Marcus 1 Chapter 6.

Sustainable Rural Livelihoods: A Framework for Analysis

Risk Aversion and Capital Allocation to Risky Assets

Risk and Return: Past and Prologue

Knowledge Management (KM)

Chapter 17 Hypothesis Testing.

Material Requirement Planning

Risk and Return: Past and Prologue

Cross-Cultural Business

Risk Aversion and Capital Allocation to Risky Assets

Capital Allocation Between The Risky And The Risk-Free Asset

2. Building efficient portfolios

Risk Aversion and Capital Allocation

Risk and Return: Past and Prologue

Presentation transcript:

MIP/MB-IPB/08 1 MANAJEMEN INVESTASI DAN PORTOFOLIO Lecture 3a: Portfolio Management

MIP/MB-IPB/08 2 It’s possible to split investment funds between safe and risky assets. Risk free asset: proxy; T-bills Risky asset: stock (or a portfolio) Allocating Capital Between Risky & Risk Free Assets

MIP/MB-IPB/08 3 Issues Examine risk/return tradeoff. Demonstrate how different degrees of risk aversion will affect allocations between risky and risk free assets. Allocating Capital Between Risky & Risk Free Assets (cont.)

MIP/MB-IPB/08 4 r f = 7%  rf = 0% E(r p ) = 15%  p = 22% y = % in p(1-y) = % in r f Example Using the Numbers in Chapter 7.2

Untuk melihat file lengkapnya silahkan menghubungi kami di Untuk melihat file lengkapnya silahkan menghubungi kami di