Exchange (CSE) Workshop Portfolio Management Dr. P D Nimal 6/26/2012 Prepared by P D Nimal 1 Objectives This discussion consists of: Introduction to PM Investor Behavior and Investor Objective Nature of Risk and Return Portfolio Risk and Portfolio Return Efficient Frontier Capital Market Line (CML) Components of Risk Characteristic Line (CL) Security Market Line (SML) Lessons for Investors 6/26/2012 Prepared by P D Nimal 2 Introduction to Portfolio Management Investment
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PDP Service-Learning Documentation Form Please complete this form for each separate service-learning experience and save it to your PDP servicelearningdocumentation folder on the (P:) drive. This form will be reviewed by your PDP professor to assess the accuracy of your documentation and the quality of your reflection as well as to ensure you are on track with completing your 40 hour requirement according to the following schedule: • PDP 150 – Must have completed at least 5 hours by the
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August 08‚ 2010 Mr. Saif Rahman Faculty School of Business North South University Dhaka Subject: Letter of transmittal Dear Mr. Saif Rahman Here is the term paper on investment analysis & portfolio management from 31st may to 1st august. Now you will see that we have collected stock information and calculate relative things to evaluate our performance. We think that if anybody want to invest in the DSE ‚ this term paper can help them to make decision whether or not they will invest or not and
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(risk return trade off) * No free lunches on wall street * Portfolios * Different asset classes * Financial assets * Paper or electronic * E.g. Stocks‚ bonds etc. * Non-tangible * Real assets * E.g. property‚ land‚ gold‚ silver‚ wheat etc. * Tangible * Decision process * Security analysis * Portfolio management Investment alternatives * Two main types of investment –
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Assignment 7: Mean-Variance Portfolio Theory ------------------------------------------------- Top of Form 1 . Consider‚ as in Lecture 7.1‚ a portfolio of two risky assets‚ with expected returns rˉ1‚rˉ2‚ variances σ21‚σ22 and covariance σ1‚2. No other assets are available. You have to allocate $1 mln of investment in the portfolio of the two assets in order to minimize total portfolio variance. What is the optimal amount of investment in asset 1 (in mln dollars)? Assume expected returns are
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Questionnaire on ET Portfolio 1. Is the ET Portfolio Page easily accessible? 2. What kind of investments you have made so far? 3. How much is your total investment annually? 4. How do you add Stocks‚ MFs and ETFs? 5. Are all the Stocks‚ MFs and ETFs available on ET Portfolio? 6. In what kind of stocks do you trade or invest in? 7. How much of your total investment is invested in equity market? 8. From how long you are investing in equity market? 9. What attracts
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iExaminers’ commentaries 2011 Examiners’ commentaries 2011 23 Investment management Important note This commentary reflects the examination and assessment arrangements for this course in the academic year 2010–11. The format and structure of the examination may change in future years‚ and any such changes will be publicised on the virtual learning environment (VLE). Specific comments on questions – Zone A Candidates should answer FOUR of the following EIGHT questions. All questions carry equal
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References: A. Ang and‚ J. Chen‚ 2007. "CAPM Over the Long Run: 1926-2001."‚ Journal of Empirical Finance‚ Vol Adcock C.‚ and K. Shutes‚ 1999-a. “Portfolio Selection Based on the Multivariate Skew Normal Distribution”‚ Working Paper‚ University of Bath. Ang‚ A.‚ Chen‚ J.‚ Xing‚ Y.‚ 2006. "Downside risk."‚ Review of Financial Studies‚ Vol. 19 (4)‚ pp.1191-239. Angelo Ranaldo‚ and Laurent Favre‚ 2005
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Originally developed by Stephen A. Ross. The CAPM predicts that security rates of return will be linearly related to a single common factor : ----- the rate of return on the market portfolio. The APT is based on a similar approach but assumes the rate of return on a security to be sensitive to a number of factors. Market equilibrium is driven by individuals eliminating arbitrage profits across the many factors. Suppose the actual
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relationship between inflation and interest rates? How does this relationship affect asset prices? How does the unemployment rate affect interest rates? DQ3: What factors must be taken into consideration when creating an investment portfolio? How must a portfolio Business - Finance FIN 402 Week 1 Individual Assignment Homework Multiple Choice FIN 402 Week 1 Individual Assignment Homework Questions FIN 402 Week 2 Individual Assignment Homework Multiple Choice FIN 402
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