Review for Mid-term

Review for Mid-term - Formula for the slope coefficient...

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Review for Mid-term Fall 2007 - FI 320
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Chapter 3 Buying on margin Current initial margin requirement Maintenance margin Short Sales Covering the short position Exchange rules
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Chapter 5 Arithmetic average, geometric average HPR Scenario analysis: Asset allocation across risky and risk-free assets: ) ( ), ( ), ( 2 r r r E σ P C C S r E , ), (
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Chapter 6 Asset allocation across 2 risky assets: Covariance, correlation Investment opportunity set Minimum-variance portfolio, its S min-var Optimal portfolio, its S O Single-index model of security returns
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Unformatted text preview: Formula for the slope coefficient beta P P P P r E r , ), ( , 2 Chapter 7 CAPM, SML , mispriced securities Applications of CAPM Stock valuation One period Multiple periods (with g=0 or g>0) Project valuation Fama-French 3 factor model, APT Chapter 8 Efficient Markets Hypothesis (EMH) Versions of the EMH Implications of the EMH Technical vs. Fundamental Analysis Active vs. Passive Portfolio Management Tests of the EMH Behavioral Interpretation...
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This test prep was uploaded on 04/16/2008 for the course FI 320 taught by Professor Erhemjamts during the Spring '08 term at Bentley.

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Review for Mid-term - Formula for the slope coefficient...

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