Syllabus

Grades

PART I

Efficient Frontier Spreadsheet

Impact of Naive Diversification on Risk

Factor Models (power point)

STUDY PROBLEMS from Textbook

Answers to Study Problems

Some Additional Study Questions

Efficient Market Theory

PART II

Equity Valuation

P/E Effects and DVM Spreadsheet

UNP Valuation

Equity Valuation of UNP

Revision of the Equity Portfolio

Bond Portfolio Revision

PART III

Options Basics

Options Strategies

Option Spreads and Combinations.xls

Futures Basics

Performance Evaluation

Link to Fama Return Decomposition Material

Test 3 Study Problems

Assignments Due Date
Portfolio Analysis for the Ringer Family Thursday, Feb. 28
Analysis of Equity Rebalancing Strategies Thursday, March 27
Problem Set
  • Chapter 20:  3, 4, 8, 10, 28
  • Chapter 22:  7, 9, 12, 14
  • Chapter 23:  6, 10
  • Chapter 24:  6, 17, 27

SOLUTIONS:

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 Friday, May 2
Stock Options Strategy Tuesday, April 22
Mutual Fund Performance Evaluation Thursday, May 1