final-review - Chapter 18 1. International diversification:...

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Finance 432 – Investment Analysis and Management Review Notes for Final Exam Chapter 17 1. Risk-adjusted returns: concepts and calculations The Sharpe Index = (r p -r F ) / σ p The Jensen Index: α p = r p - (r F + (r m - r F ) β p The Treynor Index = (r p -r F ) / p 2. Portfolio management Active vs. passive 3. Homework problems and examples discussed in class
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Unformatted text preview: Chapter 18 1. International diversification: concepts 2. Exchange rate risk and political risk Exchange rate parity Purchasing power parity Sample Problems 1. Problems 17-1 to 17-3, and 17-15 2. Problems 18-9 and 18-10 1...
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