'Monthly returns' presentation slideshows

2013 LAPERS Conference

764 views • 59 slides

Capital Asset Pricing and Arbitrage Pricing Theory

Capital Asset Pricing and Arbitrage Pricing Theory. 7. Bodie, Kane, and Marcus Essentials of Investments, 9 th Edition. 7.1 The Capital Asset Pricing Model. 7.1 The Capital Asset Pricing Model. Assumptions Markets are competitive, equally profitable

1.2k views • 54 slides

Market Risk Management: Measurement: Monte Carlo Simulation

653 views • 52 slides

CHAPTER 6

CHAPTER 6. Risk, Return, and the Capital Asset Pricing Model. Topics in Chapter. Basic return concepts Basic risk concepts Stand-alone risk Portfolio (market) risk Risk and return: CAPM/SML. Determinants of Intrinsic Value: The Cost of Equity. Net operating profit after taxes.

648 views • 51 slides

Tactical Asset Allocation session 5

Tactical Asset Allocation session 5. Andrei Simonov. Agenda. What is tactical asset allocation? Mean-variance perspective on TAA and SAA Predictability January dummy Business cycle variables Explaining risk premia: US, World, Sweden. Currency risk premia

748 views • 49 slides

610 views • 47 slides

EDUCATIONAL BODIES COURSE 1: GST Introduction & Registration

SMALL BUSINESS, EDUCATIONAL AND COMMUNITY ADVISER EDUCATION PROGRAMME. 1. EDUCATIONAL BODIES COURSE 1: GST Introduction & Registration. TAX REFORM. A Better Tax System. Abolition of hidden indirect taxes Substantial personal income tax reductions The introduction of GST. TAX REFORM.

573 views • 46 slides

Performance Persistence of Monthly Returns across Strategies: a Study of Asian Hedge funds

305 views • 23 slides

Adding Value While Managing Risk

361 views • 21 slides

Principles of Asset Allocation

Principles of Asset Allocation . Importance of Asset Allocation. Security Selection 5%. Asset Allocation 91%. Market Timing 2%. Other Factors 2%. Based on academic research conducted by Brinson, Beebower and Singer (Financial Analysts Journal,1986 and 1991).

619 views • 16 slides

ASSURED RETURN

359 views • 14 slides

FIN 408 International Investment

FIN 408 International Investment. Factors affecting Risk and Return Size and Number of International Open-end Funds Global market Correlations Correlation over time - constant vs. non-constant Implications on portfolio diversification Gains from International Diversification.

325 views • 14 slides

The Administration of Norfolk Island AUDIT PROCESS Goods & Services Tax Act 2007

The Administration of Norfolk Island AUDIT PROCESS Goods & Services Tax Act 2007. Shelly Le Cren Chief Revenue Officer 17 October 2007. Meeting focus:. GST AUDIT. Questions relating to specific GST matters taken on notice and a formal response will follow. Presentation overview.

231 views • 12 slides

Great investors and hedge fund managers: their methods and evaluation

Great investors and hedge fund managers: their methods and evaluation. Prof William T Ziemba Alumni Professor of Financial Modeling and Stochastic Optimization (Emeritus) Mathematical Institute, Oxford University ICMA Centre, University of Reading

315 views • 11 slides

Appendix 6A: Monthly Returns For The Wilshire 5000 Equity Indexes

By Cheng Few Lee Joseph Finnerty John Lee Alice C Lee Donald Wort. Appendix 6A: Monthly Returns For The Wilshire 5000 Equity Indexes. Appendix 6A: Monthly Returns For The Wilshire 5000 Equity Indexes.

198 views • 11 slides

Quantitative & risk

Quantitative & risk. Week 6. Total Returns of Baf sectors. Best performing stock: rpm. Worst performing stock: ampe. Beta of portfolio. Baf v/s s&P500: sector weightage. Baf v/s s&P500: Monthly returns. S&P 500: Basic Materials poor performance due to 3 stocks: BAK, PKX and PBR.

223 views • 11 slides

Downturns and Recoveries

Downturns and Recoveries.

206 views • 10 slides

FILING OF RETURNS [Sec. 29]

FILING OF RETURNS [Sec. 29]. There are four category of Returns prescribed under the GVAT Rules, 2006 as under : Monthly Returns Quarterly Returns Half Yearly Returns Annual Returns. RETURNS. MONTHLY RETURN.

354 views • 9 slides

Characteristics of Trend Following Returns Presentation to FIA Expo Conference November 6, 2003

Graham Capital Management, L.P. Characteristics of Trend Following Returns Presentation to FIA Expo Conference November 6, 2003. Graham Capital Management, L.P. NAV Chart. Jan 1, 1983 - Sep 30, 2003. 18000. 16000. 14000. 12000. 10000. 8000. 6000. 4000. 2000. 0. 83. 84. 85. 86.

406 views • 8 slides

Behavioral Finance

184 views • 8 slides