Risk and Return: Portfolio Theory and Asset Pricing Models Portfolio Theory Capital Asset Pricing Model (CAPM) Efficient frontier Capital Market Line (CML) Security Market Line (SML) Beta calculation Arbitrage pricing theory Fama-French 3-factor model Portfolio Theory • Suppose Asset A has an expected return of 10 percent and a standard deviation of 20 percent. Asset B has an expected return of 16 percent and a standard deviation of 40 percent. If the correlation between A and B is 0.6
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MODELLING ABNORMAL RETURN: A REVIEW ARTICLE Oleh Norman Strong Overview Paper ini memberikan panduan untuk metodologi event study dan menguraikan prosedur pemodelan return abnormal dan masalah yang terkait. Event Study Event study adalah nama yang diberikan pada penelitian empiris atas hubungan antara harga sekuritas dengan kejadian ekonomi (economic events). Kebanyakan event study memfokuskan pada perilaku harga saham dalam rangka untuk menguji apakah perilaku stokastik mereka dipengaruhi oleh pengungkapan
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Amir eventually drives Hassan away and regrets it until he redeems himself by finally doing the right thing. Hosseni uses the literary devices of epiphany and flashback through the character of Amir to explain the jealousy and insecurity of Amir and Baba’s relationship. Amir is sensitive and intelligent‚ but also insecure about the relationship with his father and gets jealous when other people receive more time and attention from Baba than he does. When Baba took Amir and Hassan to the store to buy
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Returns to Scale Returns to scale is a concept that tries to explain the behaviour of the output in relation to the change in the total scale of operations of the firm. A change of scale of operations means a change in the total size of the firm‚ i.e. a change in both labour and capital of the firm. For determining the returns to scale‚ we need to calculate the Output Elasticity where: Output Elasticity = % change in Output/% change in all inputs The different types of returns to scales
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Lavina Ensor English 105 21 November 2013 Literary Analysis of “Snow White and The Seven Dwarves” In her collection Transformations‚ Anne Sexton rewrites the classic Grimm’s fairytales. In her version of “Snow White and The Seven Dwarves”‚ Sexton insinuates that women are often judged by their beauty as if it classifies a woman as a “dumb bunny”. Sexton displays Snow White in a vulnerable and unintelligent way as she continuously makes the same mistake over and over‚ as she lets her stepmother
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“They’re Not Your Husband” is a short story by Raymond Carver‚ where he writes about the man named Earl Ober‚ who is an unemployed salesman‚ with his wife (Doreen) working as a waitress‚ at a 24-hour coffee shop. After a night of drinking as he usually does he goes to see the place where his wife works. Here he is treated like a nuisance by his wife. Two men start talking about his wife’s weight and this bothers Earl greatly. He decides to let Doreen know that she (he) has a problem with her weight
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2/12/11 Block C British Literature Othello Literary Analysis Othello‚ Shakespeare In Shakespeare’s play Othello‚ Iago uses racial distinction to persuade Othello into believing there is an affair between Desdemona and Cassio. Iago feeds upon Othello’s insecurities to raise his fury. Othello’s self-doubting eventually leads to downfall; his doubt within himself causes him to distrust Desdemona and her love for him. Othello uses his race as his scapegoat for his belief in being poor spoken and
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“This room is their mother and father‚ far more important in their lives than their real parents” (16) says the psychologist‚ comparing the nursery to the two actual parents. Ray Bradbury’s short story‚ “The Veldt‚” in his science fiction collection The Illustrated Man‚ creates a dark and futuristic reality about technology. “The Veldt” is about two children named Peter and Wendy who love their nursery‚ a virtual reality. However‚ their parents do not want them to play in the nursery anymore which
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Literary Analysis on Sadness and its Impact on Literature Although one of our most common emotions we have as humans is sadness‚ it is also the most complicated and misunderstood. Sometimes we cry when we are sad‚ sometimes we get angry. We get sad because we physically got hurt‚ other times we are sad because someone messed with us mentally. Even though being sad might just seem like a not so good feeling‚ it can also cause health issues. Due to this sad feeling‚ it can bring on depression
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Return on equity or return on capital is the ratio of net income of a business during a year to its stockholders’ equity during that year. It is a measure of profitability of stockholders’ investments. It shows net income as percentage of shareholder equity. Formula The formula to calculate return on equity is: ROE = Annual Net Income Average Stockholders’ Equity Net income is the after tax income whereas average shareholders’ equity is calculated by dividing the sum of shareholders’
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