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Asset Allocation & Portfolio Management: Stock sensibility (alpha and beta)

The result of the regressing stock price on the market changes can be represented as follows:

alpha and beta

Stocks with Beta greater than 1 are considered as very volatile and stocks with Beta between 0 and 1 are considered as conservative. We can have also stocks with negative Beta's that reacts in the other direction than the market movements.


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Asset Allocation

  • Content
  • Introduction
  • Computing expected return
  • Measuring risks
  • Diversification & risks
  • Limits to diversification
  • Measuring price sensibility
  • Asset Allocation in practice

  • Examples
  • Compute your own risk profile
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