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Unformatted text preview: Stock market indexes o Price-weighted o Value-weighted o Equally-weighted o Investment implications of each type of index Margin Account and Short Sales (Chapter 3) Returns on a margin account and returns from a short sale Stock price at which a margin call may be issued. Characteristics of margin accounts and short sales History of Returns, Risk and Risk Premiums (Chapter 5) Fisher Effect o Real after tax-rate of return Holding period returns Expected rate of return and standard deviation of returns Observations of historical returns Fin 4514 Normal Distribution and VaR Risk and Risk Aversion (Chapter 6) Risk aversion, utility function, and indifference curves Dominance principle Expected return and standard deviation for a combined portfolio of a risky portfolio and the risk free asset Identification of the optimal complete portfolio on the capital allocation line...
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This note was uploaded on 03/25/2011 for the course FIN 4514 taught by Professor Chen during the Spring '11 term at University of South Florida.
- Spring '11