Portfolio Management
Prof. Robert Whitelaw
Problem Set #1
Name
NetID
Please type your name and NetID (in lower case) correctly in the blue cells.
Please do all calculations in Excel and put your answe
Portfolio Management
Prof. Robert Whitelaw
Problem Set #4
Name
NetID
Please type your name and NetID correctly in the blue cells.
Please do all calculations in Excel and put your answers in the yellow
Portfolio Management
Prof. Robert Whitelaw
Problem Set #2
Please type your name and NetID correctly in the blue cells.
Please do all calculations in Excel and put your answers in the yellow cells.
Ple
Portfolio Management
Prof. Robert Whitelaw
Case #2: ProShares Hedge Fund Replication ETF
Name
NetID
Please type your name and NetID correctly in the blue cells.
Please do all calculations in Excel and
Portfolio Management
Prof. Robert Whitelaw
Problem Set #3
Name
NetID
Please type your name and NetID correctly in the blue cells.
Please do all calculations in Excel and put your answers in the yellow
FINC-UB.0044 PORTFOLIO MANAGEMENT
Fall 2017
Problem Set #4
This problem set is due in class on Thursday, November 9. You may collaborate with your
classmates in preparing the solutions, but each stude
Portfolio Management
Prof. Robert Whitelaw
Case #1: Innovating into Active ETFS
Name
NetID
Please type your name and NetID correctly in the blue cells.
Please do all calculations in Excel and put your
FINC-UB.0044 PORTFOLIO MANAGEMENT
Fall 2017
Problem Set #2
This problem set is due in class on Tuesday, September 26. You may collaborate with your
classmates in preparing the solutions, but each stud
FINC-UB.0044 PORTFOLIO MANAGEMENT
Fall 2017
Problem Set #3
This problem set is due in class on Tuesday, October 3. You may collaborate with your classmates
in preparing the solutions, but each student
FINC-UB.0044 PORTFOLIO MANAGEMENT
Fall 2017
Case #2: ProShares Hedge Fund Replication ETF
The assignment consists of two sets of questions: (1) quantitative, Excel-based questions, which
should be com
FINC-UB.0044 PORTFOLIO MANAGEMENT
Fall 2017
Case #1: Innovating into Active ETFs
The assignment consists of two sets of questions: (1) quantitative, Excel-based questions, which
should be completed an
FINC-UB.0044 PORTFOLIO MANAGEMENT
Fall 2017
Problem Set #1
This problem set is due in class on Tuesday, September 19. You may collaborate with your
classmates in preparing the solutions, but each stud
H16
Note on the Two-Stage
Dividend Discount Model
Setting
Suppose in 1999 you estimated
TXNs 2000 dividend per share will be $0.360.
TXNs 2001 dividend per share will be $0.457.
TXNs 2002 dividend
Question1a
Value of Tebow
1300 (117/(0.11-0.02)
Value of operating assets =
1900
+ Cash
- Debt
- MV of minority interests
Value of Equity =
550
575
429 (1300*0.33)
1446
Question1b
MV of Equity =
+ Equ
Homework 2
1. According to a study published in the Journal of the American Medical Association
in October 2016, 29% of all cancer deaths in the United States involve a smoker.
According to the Nation
Homework 5
1. Consider the le infantmortality.mpj, which gives data from 2010 for 104 countries.
The le gives various health-related data for a sample of countries, including urban
and rural populatio
Homework 4
1. Consider again the le mileage2017.mpj. Assume that the data set can be viewed as
a sample from an ongoing, relatively stable, process that applies to autos, with autos
in the sample bein
Homework 3
1. According to a study based on the National Survey on Drug Use and Health, marijuana
use has increased signicantly among adults age 50 and up. In particular, among
people ages 50 to 64, 7
Homework 6
1. Consider again the le mileage2017.mpj.
(a) An interesting question is to determine what are the important determinants
of the mileage of an auto. Build in an appropriate fashion regressi
Homework 1
1. An article under the headline 26 Million Homeless, Survey Says in the December
28, 1994, issue of the Columbus Dispatch reported that 13.5 million Americans have
been homeless for at lea
The Journal of Portfolio Management 2003.29.4:64-70. Downloaded from www.iijournals.com by NEW YORK UNIVERSITY on 08/12/10.
It is illegal to make unauthorized copies of this article, forward to an una
William L. Silber
Qualifications as an Expert
1. I am currently the Marcus Nadler Professor of Economics and Finance and
Director of the Glucksman Institute for Research in Securities Markets at the S
Jump to
Sections of this page
Other pages on Facebook
Accessibility Help
Press alt + / to open this menu
Facebook
Mehdi
Home
0 Friend Requests
0 Messages
Messages
New Message
RecentConnection Request
Question 1
Foundations of Finance
Sample Final Exam
With Answers
Prof. Alexi Savov
You have $100 to invest. The price of XYZ stock is $100. You sell short one share of XYZ
and then invest
Foundations of Finance
Sample Final Exam
Prof. Alexi Savov
Question 1
You have $100 to invest. The price of XYZ stock is $100. You sell short one share of XYZ
and then invest all availabl
FINANCE FOR EXECUTIVES (PART 2)
Problem Set #2
This problem set is due on Monday 18 December 2017, 23:55 (London time). This problem set is
an individual assignment, and you should NOT consult or coll