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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
) /
β
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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- Spring '10
- Sata
- Finance, Management, Purchasing Power Parity, Rate Parity Purchasing, parity Sample Problems, The Sharpe Index, Management Review Notes, passive Homework problems
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