Summary of Larry Swedroe & Kevin Grogan's Reducing the Risk of Black Swans

Par : Everest Media, AI Marcus

Formats :

Audiobook - MP3
2,99 €
E-book - ePub
2,99 €
Offrir maintenant
Ou planifier dans votre panier
Disponible dans votre compte client Decitre ou Furet du Nord dès validation de votre commande. Le format MP3 est :
  • Pour les liseuses autres que Vivlio, vous devez utiliser le logiciel Adobe Digital Edition. Non compatible avec la lecture sur les liseuses Kindle, Remarkable et Sony
Logo Vivlio, qui est-ce ?

Notre partenaire de plateforme de lecture numérique où vous retrouverez l'ensemble de vos ebooks gratuitement

Pour en savoir plus sur nos ebooks, consultez notre aide en ligne ici
C'est si simple ! Lisez votre ebook avec l'app Vivlio sur votre tablette, mobile ou ordinateur :
Google PlayApp Store
  • FormatMP3
  • ISBN978-1-6693-6016-2
  • EAN9781669360162
  • Date de parution18/03/2022
  • Protection num.pas de protection
  • Taille33 Mo
  • Infos supplémentairesaudio
  • ÉditeurEverest Media LLC

Résumé

Please note:This audiobook has been generated using AI Voice. This is a companion version & not the original book. Sample Book Insights: #1 Investors who extrapolate past stock market returns into the future fail to take into account the fact that current stock market valuations have a significant impact on future returns. The Gordon Constant Growth Dividend Discount Model, for example, predicts future real stock market returns of about 4 to 5 percent. #2 The second mistake investors make is to treat the expected return of their portfolio as deterministic rather than the mean of a potentially wide dispersion of possible returns. #3 Portfolios with a high standard deviation aren't very appealing to most investors, since they are generally risk averse.
They will take on more risk to get more return, even if that means sacrificing some of the great returns in the right tail of the distribution. #4 The Capital Asset Pricing Model, or CAPM, is a mathematical equation that determines a stock's expected return. It was created in the 1950s and is still used today. However, it has been proven time and time again to be inaccurate, and does not take into account the impact of risk.
Please note:This audiobook has been generated using AI Voice. This is a companion version & not the original book. Sample Book Insights: #1 Investors who extrapolate past stock market returns into the future fail to take into account the fact that current stock market valuations have a significant impact on future returns. The Gordon Constant Growth Dividend Discount Model, for example, predicts future real stock market returns of about 4 to 5 percent. #2 The second mistake investors make is to treat the expected return of their portfolio as deterministic rather than the mean of a potentially wide dispersion of possible returns. #3 Portfolios with a high standard deviation aren't very appealing to most investors, since they are generally risk averse.
They will take on more risk to get more return, even if that means sacrificing some of the great returns in the right tail of the distribution. #4 The Capital Asset Pricing Model, or CAPM, is a mathematical equation that determines a stock's expected return. It was created in the 1950s and is still used today. However, it has been proven time and time again to be inaccurate, and does not take into account the impact of risk.

A propos de Everest Media

Découvrir l'auteur