topics - Portfolio theory & Optimal portfolios...

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Below is a list of prescribed readings that are sourced from the journals and contained  in the zip folder. I trust that you will find the papers interesting, practical and useful.  While the papers that are related to pre-requisite knowledge can help refresh and  reinforce your foundation knowledge, the other papers will enhance your understanding  of the subject and further your knowledge. You may also make use of the free e-journal facilities available from the library web site to sample and select additional articles that interest you. Author Papers Relevant to our topic on Taught in week Kritzman What practitioners need to know about term structure Term structure 2 Kritzman What practitioners need to know about duration and convexity Duration 3 Kritzman What practitioners need to know about return and risk Portfolio theory 4 Kritzman What practitioners need to know about utility Portfolio theory 4 Kritzman What practitioners need to know about optimization
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Unformatted text preview: Portfolio theory & Optimal portfolios 4 and 5 Kritzman What practitioners need to know about log normality Portfolio theory & Option pricing 4, 8, 12 Kritzman What practitioners need to know about estimating volatility Portfolio theory & Option pricing 4, 12 Kritzman What practitioners need to know about factor model SIM 7 Fama Market efficiency, long-term returns, and behavioral finance EMH 9 Capaul et al . International value and growth stock returns EMH, assignment 9 Chan et al . Value and growth investing EMH, assignment 9 Makiel Reflections on the efficient market hypothesis: 30 years later EMH 9 Kritzman What practitioners need to know about event studies SIM & EMH 7 & 9 Kritzman What practitioners need to know about hypothesis testing SIM, EMH, assignment 7 & 9 Kritzman What practitioners need to know about regression SIM, EMH, assignment 7 & 9 Kritzman What practitioners need to know about t-tests SIM, EMH, assignment 7 & 9...
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topics - Portfolio theory & Optimal portfolios...

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