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金融市场 第 5 课 i wanted to talk today about insurance, which is another risk management device that´s traditionally separate from securities, which we talked about last time, but the underlying principles are the same. before i begin, i want to just give some more thoughts about the diversification through securities and that will lead us into insurance. let me just review the preceding lecture briefly for that purpose. what we did--the core theoretical framework that we had-was the mean variance theory, which led us to the capital asset pricing model. but the basic thing was that we had to-in order to use the framework-we had to start by producing estimates of the expected returns on each asset, we called those r, and the standard deviation of the return on each asset and the covariance between the returns of each pair of assets. then, once we did that we could plug that into the formula that i gave you last time and get the standard deviati
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向豆丁求助:有没有lecture5?