Question

Evaluate implications of Efficient Market Hypothesis on portfolio management (8 Marks)

Evaluate implications of Efficient Market Hypothesis on portfolio management

Homework Answers

Answer #1

According to the EMH :

  • Securities are always fairly priced in the market
  • Security prices reflect all information, both public and non-public
  • It is not possible to beat the market

The implication on portfolio management is that :

  • Active portfolio management is not worthwhile because the effort and resources spent on trying to beat the market will be futile. Further, the expense ratio of active funds is high, which means that the net returns earned by active funds will be lower than the market returns
  • Passive portfolio management (index funds) are a better option because they have lower expense ratios, and the resources used in active management can be deployed elsewhere
Know the answer?
Your Answer:

Post as a guest

Your Name:

What's your source?

Earn Coins

Coins can be redeemed for fabulous gifts.

Not the answer you're looking for?
Ask your own homework help question
Similar Questions
b) Discuss implications of the semi-strong form of the Efficient Market Hypothesis (EMH) for investors. Support...
b) Discuss implications of the semi-strong form of the Efficient Market Hypothesis (EMH) for investors. Support your answers with some examples and empirical evidence.
The efficient market hypothesis suggests that 1-proff. portfolio managers will outperform the individual investor 2-proff. portfolio...
The efficient market hypothesis suggests that 1-proff. portfolio managers will outperform the individual investor 2-proff. portfolio managers will not outperform the individual investor 3-proff. portfolio managers will consistently outperform the market 4-proff. portfolio managers will not consistently outperform the market which 2 are correct? . A-1&3 B-2 & 3 C-1 & 4 D-2 & 4
What are the assumptions sufficient to guarantee that the market portfolio is an efficient portfolio
What are the assumptions sufficient to guarantee that the market portfolio is an efficient portfolio
What are the assumptions sufficient to guarantee that the market portfolio is an efficient portfolio
What are the assumptions sufficient to guarantee that the market portfolio is an efficient portfolio
11. In an efficient market, the consistently weak performance of a portfolio will be due to:...
11. In an efficient market, the consistently weak performance of a portfolio will be due to: a) consistently making poor choice of actions b) expenses incurred in portfolio management c) choose good deeds erratically (d) none of the above 13. ___________ is not a derivative value. a) An ordinary share b) An option c) A future contract d) A & B are derivative.
1. Explain the Efficient Market Hypothesis
1. Explain the Efficient Market Hypothesis
If you believe in the strong form efficient market hypothesis, which one of these is a...
If you believe in the strong form efficient market hypothesis, which one of these is a bad reason to hire a money manager? a.To optimize your portfolio for your individual risk tolerance b. To build a portfolio with an unusually high Sharpe ratio c.To minimize your tax liability d. To efficiently handle the paperwork involved with your investments
evaluate arguments for and aginst active management refer to effiecient market theory? 20 marks
evaluate arguments for and aginst active management refer to effiecient market theory? 20 marks
The three main elements in the modern theory of finance are the efficient markets hypothesis, the...
The three main elements in the modern theory of finance are the efficient markets hypothesis, the capital asset pricing model and portfolio theory. Explain and evaluate the proposition that each of these elements depends for its reliability on the validity of the other two.
Which of the following statements are FALSE? The CAPM identifies the market portfolio as the efficient...
Which of the following statements are FALSE? The CAPM identifies the market portfolio as the efficient portfolio. If some security were not part of the efficient portfolio, then every investor would want to own it, and demand for this security would increase causing its expected return to fall until it is no longer an attractive investment. If investors have homogeneous expectations, then each investor will identify the same portfolio as having the highest Sharpe ratio in the economy. The market...