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School: UChicago
Course: Corporate Fin
Primary vs. Secondary Market Security Sales Primary: New issue is created and sold. Key factor: issuer receives the proceeds from the sale. Public offerings: registered with the SEC and sale is made to the investing public. Private offerings: not register
School: UChicago
Course: Corporate Fin
Investment: 1. Expect of deriving greater resources in the future. 2 Time and risk components in investment. (financial assets &financial markets)Players .)- Investment process: topdown vs. bottom up Principle: risk return tradeoff. ESSENTIAL NATURE OF IN
School: UChicago
Course: Corporate Fin
Option Terminology listed call option A contract giving the holder the right to buy 100 shares of stock at a preset price (exercise or strike price) on or before a preset date. Expirations of 1,2,3,6,& 9 months and sometimes 1 year are normal contract per
School: UChicago
Course: Corporate Fin
21. On a standard expected return vs standard deviation graph investors will prefer portfolios that lie to the A. Northeast 22. The variance of a portfolio of risky securities is C. The weighted sum of the securities' covariances 23. The measure of risk u
School: UChicago
Course: Corporate Fin
Rates of Return Measuring ExPost (Past) Returns One period investment: regardless of the length of the period. Holding period return (HPR): HPR = (PS+ CF- PB)/PB where PS = Sale price (or P1) PB = Buy price ($you put up) (or P0) CF = Cash flow during hold
School: UChicago
Course: Corporate Fin
22. The variance of a portfolio of risky securities is _. A. The sum of the securities' covariances B. The sum of the securities' variances C. The weighted sum of the securities' covariances D. The weighted sum of the securities' variances 23. The measure
School: UChicago
Course: Corporate Fin
Random Variable : a variable whose value is determined by the outcome of an experiment. Probability A probability distribution function (PDF) P[Xi] for a discrete random variable X assigns probabilities to the possible values X1, X2Xn. It shows how the pr
School: UChicago
Course: Corporate Fin
ECON 346 Final Review Jin Man Lee Click to edit Master subtitle style 5/12/11 ECON346 5/12/11 ECON346 OLS Classical Assumptions The regression model is linear in the coefficients, is correctly specified, and has additive error term. The error term has a z
School: UChicago
Course: Corporate Fin
ECON 346 Final Review Jin Man Lee Click to edit Master subtitle style 5/12/11 ECON346 Xi = N 2 = (Xi ) N 2 Yi = 0 + 1 X i + i 2 = N 2 i Yi = 0 + 1X i + ei s2 = n k 1 X= X i 2 ( X i X ) 2 s= n n 1 e 2 i Yi = 0 + 1 X 1i + 2 X 2i + . + k X ki + i 2 2 = i
School: UChicago
Course: Corporate Fin
Primary vs. Secondary Market Security Sales Primary: New issue is created and sold. Key factor: issuer receives the proceeds from the sale. Public offerings: registered with the SEC and sale is made to the investing public. Private offerings: not register
School: UChicago
Course: Corporate Fin
Investment: 1. Expect of deriving greater resources in the future. 2 Time and risk components in investment. (financial assets &financial markets)Players .)- Investment process: topdown vs. bottom up Principle: risk return tradeoff. ESSENTIAL NATURE OF IN
School: UChicago
Course: Corporate Fin
Option Terminology listed call option A contract giving the holder the right to buy 100 shares of stock at a preset price (exercise or strike price) on or before a preset date. Expirations of 1,2,3,6,& 9 months and sometimes 1 year are normal contract per
School: UChicago
Course: Corporate Fin
21. On a standard expected return vs standard deviation graph investors will prefer portfolios that lie to the A. Northeast 22. The variance of a portfolio of risky securities is C. The weighted sum of the securities' covariances 23. The measure of risk u
School: UChicago
Course: Corporate Fin
Rates of Return Measuring ExPost (Past) Returns One period investment: regardless of the length of the period. Holding period return (HPR): HPR = (PS+ CF- PB)/PB where PS = Sale price (or P1) PB = Buy price ($you put up) (or P0) CF = Cash flow during hold
School: UChicago
Course: Corporate Fin
1-5. BBCDA 19. Actual margin 6-10. DDCEB 11-15. ECECB 16-18. BED 20. 21. 22. 23. 24. 25.
School: UChicago
Course: Corporate Fin
Econ 346 Lab #7 Regression Using SAS: Heteroskedasticity Apr 19th, 2011 Agenda Goals for todays lab session Use SAS to study the petroleum example in Studenmund's textbook This is an in-lab assignment! Get the SAS code and data from http:/tigger.uic.edu
School: UChicago
Course: Corporate Fin
ECON 346 Econometrics Lab 7: Introduction to SAS We will use SAS to study the petroleum example in Studenmunds textbook. You can get the SAS code from following class website. http:/tigger.uic.edu/~jmlee/econ346/data/GAS1.sas.txt (Please be careful the ca
School: UChicago
Course: Corporate Fin
ECON346 (Econometrics), Spring 2011 LAB 3: OLS Exercise Suggested Solution Name : _ UIN :_ Suppose youve been hired to determine the best location for the next restaurant, where it charges moderately prices and operates 24 hour. You gathered gross sales (
School: UChicago
Course: Corporate Fin
22. The variance of a portfolio of risky securities is _. A. The sum of the securities' covariances B. The sum of the securities' variances C. The weighted sum of the securities' covariances D. The weighted sum of the securities' variances 23. The measure
School: UChicago
Course: Corporate Fin
The University of Illinois at Chicago ECON346 Econometrics Spring 2011 Instructor Email Phone Office : Jin Man Lee, Nipen Wosti : jmlee@uic.edu, nwosti2@uic.edu : (312)-413-9444 (Do not leave message since we are sharing the number with others) : 705 UH E
School: UChicago
Course: Corporate Fin
FIN310: Investments Spring 2010-2011 Syllabus, Course Policies & Schedule W EB PAGE : I NSTRUCTOR : UIC blackboard Lan Zhang lanzhang@uic.edu Tuesdays at UH2430. Xiaowei Gong xgong1@uic.edu T/TH. BSB 337 Essentials of Investments, Bodie, Kane, Marcus, 8 e