'Market index' presentation slideshows

Chapter 24 Portfolio Insurance and Synthetic Options

By Cheng Few Lee Joseph Finnerty John Lee Alice C Lee Donald Wort. Chapter 24 Portfolio Insurance and Synthetic Options. Outline. 24.1 BASIC CONCEPTS OF PORTFOLIO INSURANCE 24.2 STRATEGIES AND IMPLEMENTATION OF PORTFOLIO INSURANCE 24.2.1 Stop-Loss Orders

628 views • 49 slides

The Time Value of Money

The Time Value of Money. Money NOW is worth more than money LATER!. What is The Time Value of Money?. A dollar received today is worth more than a dollar received tomorrow This is because a dollar received today can be invested to earn interest

656 views • 46 slides

Investing Basics

Investing Basics. October 6, 2008. Why do we invest?. Capital Preservation Building Wealth, Retirement Take Advantage of Time and Compounding Savings Rate. Compound Interest. Investor A: Starts contributing $2,000 annually to an IRA at the age of 26.

584 views • 44 slides

CHAPTER 6

CHAPTER 6. Efficient Diversification. 6.1 DIVERSIFICATION AND PORTFOLIO RISK. Diversification and Portfolio Risk. Market risk Systematic or Nondiversifiable Firm-specific risk Diversifiable or nonsystematic. Figure 6.1 Portfolio Risk as a Function of the Number of Stocks.

594 views • 44 slides

B40.2302 Class #10

B40.2302 Class #10. BM6 chapters 13, 18.4 13: Financing decisions and market efficiency 18.4, non-BM6 material: The effect of a symmetric information non-BM6 material: The effect of market in efficiency Based on slides created by Matthew Will Modified 11/14/2001 by Jeffrey Wurgler.

617 views • 43 slides

Testing CAPM

Testing CAPM. Plan. Up to now: analysis of return predictability Main conclusion: need a better risk model explaining cross-sectional differences in returns Today: is CAPM beta a sufficient description of risks? Time-series tests Cross-sectional tests Anomalies and their interpretation.

671 views • 38 slides

The paper tries to investigate the claim that policy uncertainty contributed to the recession of 2008-2009

Measuring Economic Policy Uncertainty Scott R. Baker (Stanford) Nick Bloom (Stanford & NBER) Steve Davis (Chicago Booth & NBER) Hoover Institution, Friday December 2 nd 2011. The paper tries to investigate the claim that policy uncertainty contributed to the recession of 2008-2009.

593 views • 34 slides

THE ACADEMY OF ECONOMIC STUDIES BUCHAREST DOCTORAL SCHOOL OF FINANCE AND BANKING

THE ACADEMY OF ECONOMIC STUDIES BUCHAREST DOCTORAL SCHOOL OF FINANCE AND BANKING. DISSERTATION PAPER Asset Pricing and Skewness. Student: Penciu Alexandru Supervisor: Professor Mois? Alt?r. BUCHAREST, JUNE 2004.

411 views • 28 slides

Chapter 8

Chapter 8. Index Models and the Arbitrage Pricing Theory. Chapter Summary. Objective: To discuss the nature and illustrate the use of arbitrage. To introduce the index model and the APT. The Single Index Model The Arbitrage Pricing Theory. The Single Index Model. Advantages :

532 views • 28 slides

CHAPTER 8

549 views • 27 slides

Chapter 8

Chapter 8. Index Models and the Arbitrage Pricing Theory. Chapter Summary. Objective: To discuss the nature and illustrate the use of arbitrage. To introduce the index model and the APT. The Single Index Model The Arbitrage Pricing Theory. The Single Index Model. Advantages :

430 views • 27 slides

Chapter 8

Chapter 8. Index Models and the Arbitrage Pricing Theory. Chapter Summary. Objective: To discuss the nature and illustrate the use of arbitrage. To introduce the index model and the APT. The Single Index Model The Arbitrage Pricing Theory. The Single Index Model. Advantages :

427 views • 27 slides

CHAPTER 18

CHAPTER 18. Performance Evaluation and Active Portfolio Management. Introduction. Complicated subject Theoretically correct measures are difficult to construct Different statistics or measures are appropriate for different types of investment decisions or portfolios

503 views • 25 slides

RETURN, RISK AND EQUILIBRIUM

RETURN, RISK AND EQUILIBRIUM. BY PROF. SANJAY SEHGAL DEPARTMENT OF FINANCIAL STUDIES UNIVERSITY OF DELHI SOUTH CAMPUS NEW DELHI-110021 PH.: 0091-11-24111552 Email: sanjayfin15@yahoo.co.in K2. PROMINENT INVESTMENT OBJECTIVES. Regular income Income on Income Capital appreciation

313 views • 23 slides

CHAPTER 8

319 views • 21 slides

Lecture 5 Index Model

901 views • 19 slides

Chapter 4

Chapter 4. Evaluating Portfolio Performance. Why Evaluating Portfolio Performance Is Not Simple. Cash inflows and outflows mean that different, legitimate methods of computing returns will provide different performance results. Time-weighted vs. dollar weighted. Interim Cash Flows.

324 views • 17 slides

Saeed Ebrahimijam Spring 2012-2013

294 views • 14 slides

Investment Strategies

Investment Strategies. Planning for Retirement Income. Financial Pyramid. Foundation = Safety, Liquidity Structure = Growth Top = Risk Capital. Retirement Income. Life Insurance. Types of Risk. Default / Event / Company Specific Risk Market / Systemic Risk Interest rate

266 views • 11 slides

MANAJEMEN INVESTASI DAN PORTOFOLIO Lecture 4b: CAPM

211 views • 5 slides