CFA® Level I Portfolio Management - Sharpe ratio, Treynor ratio, M2 , and Jensen’s alpha
5:49
CFA® Level I Portfolio Management - Portfolio Construction: Strategic vs Tactical Asset Allocation
19:48
Sharpe Ratio, Treynor Ratio and Jensen's Alpha (Calculations for CFA® and FRM® Exams)
7:51
CFA® Level I Portfolio Management - Minimum Variance Portfolios and Efficient Frontier
15:56
M-squared (M2) ratio (for the @CFA Level 1 exam)
1:28:38
16. Portfolio Management
5:47
The Sharpe Ratio
21:08
Beta and CAPM (Calculations for CFA® and FRM® Exams)
1:14:52