Hedge Fund Strategies Problem Set: Backtesting the Carry Trade (Macro Strategies) Prof. Andrea Frazzini In this problem set‚ you backtest the currency carry trade using the data provided in the accompanying Excel spreadsheet. You can do the problem set using Excel or any other program of your choice. Please answer in the space provided (no more than three pages for questions 1-6). 1. For each month of the sample‚ rank the countries based on their interest rate (hint: Excel has a function
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Summary Assignment Joan Petersilia in Wilson Quarterly publishes the article “Beyond the Prison Bubble‚” in the Winter 2011. Petersilia explains several alternative solutions to the U.S’s overcrowded imprisonment systems. She talks about how research has come to prove that crime rates and recidivism can be decreased. Furthermore‚ Petersilia’s article outlines the evolution of accepting this fact‚ as well as developing‚ funding‚ and refining various intensive rehabilitation programs. The first section
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INTERNATIONAL MONETARY FUND During the Great Depression of the 1930s‚ countries attempted to shore up their failing economies by sharply raising barriers to foreign trade‚ devaluing their currencies to compete against each other for export markets‚ and curtailing their citizens’ freedom to hold foreign exchange. These attempts proved to be self-defeating. World trade declined sharply (see chart below)‚ and employment and living standards plummeted in many countries. This breakdown in international
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Edition 11: This case study helps students understand the process of setting‚ reporting and evaluating financial performance. Financial statements and reporting A Cadbury Schweppes case study Page 1: Introduction Limited companies (those owned by shareholders) are required by law to produce Financial Statements. These statements must be published and made available to shareholders as part of a company report. Cadbury Schweppes aims to produce clear financial statements that give a valuable insight
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on TOP 10 MUTUAL FUNDS IN INDIA TOP 10 MUTUAL FUNDS IN INDIA * HDFC MUTUAL FUND * RELIANCE MUTUAL FUND * ICICI PRUDENTIAL MUTUAL FUND * BIRLA SUNLIFE MUTUAL FUND * UTI MUTUAL FUND * SBI MUTUAL FUND * KOTAK MAHINDRA MUTUAL FUND * TATA MUTUAL FUND * AXIS MUTUAL FUND * CANARA ROBECO MUTUAL FUND TOP GLOBAL MUTUAL FUNDS * DUETSCHE MUTUAL FUND * JP MORGAN MUTUAL FUND * GOLDMAN SACHS MUTUAL FUND * EDELWEISS MUTUAL FUND * QUANTUM MUTUAL
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FUND RAISING STRATEGIES: Know What You’re Selling Produced by David Connell‚ David J. Connell & Associates 1998 FUND RAISING: Know What You’re Selling! FORWARD Fund Raising Strategies: Know What You’re Selling presents fund raising in a new perspective. Many excellent sources on fund raising already exist‚ many of which have been referenced in this document‚ however‚ they only mention that the fund raising environment is more competitive. Too often‚ they fall short of positioning fund raising
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Executive Summary Bath & Body Works is owned by the Limited Brand Company‚ who operates the retail stores in the malls all over the world. They offer their customers personal care products‚ like hand lotions‚ body soaps‚ creams and body spray in all kinds of fragrances. They also offer a line of men’s showering and grooming products‚ likes lotions and creams in different fragrances. The company has in addition for teenagers‚ in the group from thirteen to eighteen years of age. The company
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financial accounting‚ a cash flow statement‚ also known as statement of cash flows or funds flow statement is a financial statement that shows how changes in balance sheet accounts and income affect cash and cash equivalents‚ and breaks the analysis down to operating‚ investing‚ and financing activities. The primary purpose of a statement of cash flows is to provide relevant information about the cash receipts and cash payments of an enterprise during a period. Essentially‚ the cash flow statement is concerned
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ST BONAVENTURE COLLEGE (2010) Subject: Ethics Name: Sakala Sidney Topic: what is Grisez and Shaw up to in the book Beyond the New Morality? INTRODUCTION Germin Grisez and Shaw bring to our attention an ethical outlook in their work “Beyond the New Morality”. The work is basically Aristotelian and touches on the most important aspects of our day to day life and experiences. Like Aristotle Grisez and Shaw present their ethical theories in wide view; they do not confine the ethical issues as a
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Conditional cash transfers (CCTs) refers to a form of funding by the government or other humanitarian agencies whereby the fund donated must be used to finance a predetermined undertaking (Fiszbein et al‚ 2009‚ pp. 31). In Conditional cash transfers‚ money has to be spent for the intended purpose and only those who have been approved to meet the predetermined requirements receive such cash. This means that the recipient of the cash has to be vetted thoroughly and their actions determined before getting
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