William Sharpe's Single Index Model (English) | CA Final SFM (New Syllabus) Classes & Video Lectures

We simplify your financial learnings. ►►Subscribe here to learn more of Strategic Financial Management: https://goo.gl/HTY5SN

Find us on Facebook:   / sfm-guru-1862953747049133  

Read more on our website: https://sfmguru.com/blog/

CA Final SFM Fast Track Course: https://sfmguru.com/product/ca-final-...

Background music composed and arranged by:
Mr. Manish Thakkar

According to William Sharpe, portfolio risk is the aggregate of systematic and unsystematic risk.

Portfolio Risk = Systematic Risk + Unsystematic Risk

For determining portfolio risk using Sharpe’s approach, first determine systematic risk of portfolio, using variance approach. Then, independently compute unsystematic risk of portfolio.

#SingleIndexModel #CAFinalSFM #CAFinal #StrategicFinancialManagement #SFM #SFMGuru