Portfolio Theory Case (Professor David Moreno) PARTNERS HEALTHCARE CASE The goal of this case is to teach to students the relevance of non traditional assets (as real states or commodities) in a well-diversified portfolio. Moreover‚ students will be able to practice with the most important concepts from portfolio theory as efficient frontier‚ dominated portfolios‚ Sharpe ratio‚ among others. In addition‚ students are learning how portfolio theory can be useful not only for portfolio managers
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this report is to construct and evaluate two portfolios‚ index tracking portfolio and speculative capital growth portfolio both began their lives on 21st April 2008 and ended on 20th May 2008. The purpose of the former portfolio is to replicate the return on the ASX/S&P 500 New All Ordinaries price index and the latter one is formed aiming at outperforming the market and maximizing the capital gains. 11 stocks have been selected for the tracker portfolio. The criteria for such selection are through
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International Portfolio Management Fall 2010 PROBLEM SET 1 Investment Policy and Bond Portfolio management Due date: Friday‚ September 17‚ 5:00 pm. No late problem sets will be accepted. 1. Assume that at retirement you have accumulated $825‚000 in a variable annuity contract. The assumed investment return is 5.5% and your life expectancy is 18 years. What is the hypothetical constant benefit payment? PV = -825‚000‚ i = 5.5‚ n = 18‚ PMT = 73‚358.93. 2. You manage a
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in the 1st row → OK • This gives you the covariance matrix • To fill out the matrix: Copy → Paste Special → Transpose • 6. Generating Scenarios Data Analysis → Random number generation → # of variables: 6 (the number of companies in the portfolio) → # of random numbers: 10 000 → distribution: uniform Calculate the sum of each row for the weights‚ they’ll never = 1 Normalize the weights: divide the weight of each stock by the sum of all the weights; this makes the weights=1 • You cannot
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major changes in the last two decades. Financial and technology companies came and went‚ stock market values soared‚ plummeted and rebounded‚ housing derivatives blew up‚ and other foundations were laid bare. Even the core of investing theories related to portfolios has come under pressure. Yet the belief in Modern Portfolio Theory has remained strong amongst the investors. Modern Portfolio Theory (MPT) is a theory that tells investors how to minimise risks associated with investment and at the
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Accountability is everything within the Marine Corps and within the working world. Unit cohesion could not exist without accountability. Good communication could not happen without good accountability. Merriam-Webster Dictionary defines accountability as: “the quality or state of being accountable; especially: an obligation or willingness to accept responsibility or to account for one’s actions” Supervisors‚ running a company‚ need to have 100% accountability of their employees. This is so
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GDP Per Capita and Corruption 4/14/13 In my analysis of corruption‚ I chose to see how corruption affects the per capita income of families‚ households around the world. GDP is one of the most important factors in determining how well people in a given country live. Typically the higher the per capita GDP is‚ the better quality of life the people in that nation are able to derive. With less corruption throughout the world‚ I believe that GDP will have an easier time growing. The nation of Sri
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The in this unit titled "Patterns" we learned and covered a lot of things. Some of the key concepts we went over are In and Out tables‚ order of operations‚ summation notation‚ consecutive sums‚ conjecture and proof‚ geometry‚ recursive functions‚ positive/negative numbers and algebraic expressions. We used in and out tables to organize data so that we can see patterns. By organizing it and looking at the in then the out it made it easier to find a pattern. Orders of operations were used to correctly
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For Your Immediate Action: Potential problems we might face in moving into the Mexican market: 1) Mexican culture has many differences when comparing it to other cultures‚ such as the American culture. First of all‚ the US tends to place business contacts above personal relationships and the communication skills vary widely between the two cultures. Therefore‚ when moving into the Mexican market friendships between businesspeople need to be formed in order to be more successful in doing business
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Literary Pieces In this lesson I learned so many things about Literature. Literature is a term used to describe written or spoken material. In broadly speaking‚ “ Literature” is used to describe anything from creative writing to more technical or scientific works‚ but the term is most commonly used to refer to works of the creative imagination‚ including works of poetry‚ drama‚ fiction‚ and nonfiction. In simple words Lieterature is an art of written words. Litera means Letter ( alphabet a-z‚ word-sentence-paragraph)
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