Name: Jun Jie Ng
Mean-Variance Portfolio Theory
(MPT) Two Asset Case
What is portfolio theory?
This report analyses the annual transitions in credit ratings of corporate bonds as determined by Standard &
Poors, from year 2004 to year 2015. Initially, we fit a Markov chain in discrete time and we proceed further to
apply the properties of Ma
Consider i.i.d. samples (X1 , . . . , Xm ) and (Y1 , . . . , Yn ), independent of each other. The distribution of the Xi s and the Yj s is not known. However, it is assumed that V ar(Xi ) = V ar(Yj ) =
2 for all 1 i m, 1 j n and E(Yj ) = E(Xi
AS2021 DECISION ANALYSIS
GROUP COURSEWORK 2016/2017
Each group should of 4 members maximum.
All the four questions must to be answered. The final report should not exceed 10 pages including
references and appendices.
The submission deadline is Monday, 20t
1. a) In not more than 200 words, explain why life assurance companies reassure policies and
describe briefly the main types of reassurance. (20)
b) What are the advantages of reinsurance for the grantee (who takes out the policy) and the life
JUN JIE NG
A 65-year-old man is considering whether to buy a level annuity or an
index-linked annuity with his pension pot of 200,000. Which would be
the better option?
Private equity - Investing in enterprises not listed on the stock exchange such as start-up
companies or established firms. Offers a way to participate in growth of such companies and
these assets are usually illiquid and rather long-term.
Look at each photograph, and write a caption for each picture.
Each caption should describe what you see in the photograph.
He arrived his new house. He love it so much.
Mr.lee is driving a green car.He is on the high railway road.
he is g
Sale of goods
1 'Bill and hold' sales, in which delivery is delayed at the buyer's request but the buyer takes title and accepts
Revenue is recognised when the buyer takes title, provided:
(a) it is probable that delivery will be made;
(b) the it
Presidents Day Writing
What would you do if you became a president of the United States? Write it down.
If I were president
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-What is a Hedge Fund?
-About Hedge Funds
-Characteristics of Hedge Funds
-Types of Hedge Funds
-Opportunities and Risks
-How to invest in a Hedge Fund?
What is a Hedge Fund?
A pool fund that invests in a variety of assets
About Hedge Funds