Investment Special : Capital Asset Pricing Model Single Factor Model


This is the first educative documentary on the Capital Markets and Social Impact series by The middle Road. In the first part, Nishant outlines the origins of the Capital Asset Pricing model since 1900 along with technical and academic textbook examples. In the first part single-factor model of CAPM is discussed.

The video discusses Markowitz Portfolio Theory, Efficient Frontier, Capital Asset Line, Security Market Line, Tobin Separation Theorem, the concept of unsystematic and systematic risk (beta), alpha, and fair price of securities. The educative documentary shares an overview of statistical terms including the Markov process.

Lesson tags: #capitalmarkets, #capm
Back to: Investment Analysis & Portfolio Management

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