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  1. Nicole Seaman

    P1.T1.20.8. Modern portfolio theory (MPT)

    Learning objectives: Explain modern portfolio theory and interpret the Markowitz efficient frontier. Understand the derivation and components of the CAPM. Describe the assumptions underlying the CAPM. Interpret the capital market line. Apply the CAPM in calculating the expected return on an...
  2. Nicole Seaman

    YouTube R Programming: Introduction: ggplot for capital market line (CML, R Intro-08)

    In this video, I'd like to show you the bare minimum of what we need to know to render a visualization in ggplot. The bare minimum is that we need to use the three essential layers (three out of seven possible). Those three essential layers are data, aesthetics, and giome (short for geometries...
  3. Nicole Seaman

    YouTube T1-8 Capital market line (CML) versus security market line (SML)

    The CML contains ONLY efficient portfolios (and plots return against volatility; aka, total risk) while the SML plots any portfolio (and plots return against beta; aka, systematic risks) including inefficient portfolios. The XLS David used in the video is located here https://trtl.bz/2Fru70r