The University of Sydney
Discipline of Finance
FINC6009 - Portfolio Theory and its Applications
Tutorial 2 Questions
Questions from the text
Chapter 6, questions 5, 13-19.
Additional Questions
1. With
The University of Sydney
Discipline of Finance
FINC6009 - Portfolio Theory and its Applications
Tutorial 2 Solutions
Questions for this week are drawn form the text. Chapter 6, questions 5, 13-19.
Que
FINC6009 Portfolio Theory
Lecture 2
Characterising Risky Investments
Hamish Malloch
The University of Sydney
Page 1
Introduction
In this lecture we will examine the following problems:
The definitio
Lecture 1
Introduction and Maths/Stats Review
FACULTY OF
ECONOMICS & BUSINESS
Hamish Malloch
FINC6009 | Portfolio Theory and its Applications
What is Portfolio Theory?
Portfolio theory is concerned w
Lecture 4
Capital Asset Pricing Model
FACULTY OF
ECONOMICS & BUSINESS
Hamish Malloch
FINC6009 | Portfolio Theory and its Applications
Introduction
Last time we examined how to optimally construct a p
Lecture 5
Index Models
FACULTY OF
ECONOMICS & BUSINESS
Hamish Malloch
FINC6009 | Portfolio Theory and its Applications
Introduction
We have examined MVP and the related CAPM
- Minimise variance for a
Lecture 6
The Arbitrage Pricing Theory
FACULTY OF
ECONOMICS & BUSINESS
Hamish Malloch
FINC6009 | Portfolio Theory and its Applications
Introduction
We have seen via the CAPM that, under certain assum
Lecture 3
Computing Efficient Portfolios
FACULTY OF
ECONOMICS & BUSINESS
Hamish Malloch
FINC6009 | Portfolio Theory and its Applications
Introduction
Last week we examined how an investor might alloc
Lecture 2
Characterising Risky Investment Opportunities
FACULTY OF
ECONOMICS & BUSINESS
Hamish Malloch
FINC6009 | Portfolio Theory and its Applications
Introduction
In this lecture we will examine th