Chapter 09 - Behavioral Finance and Technical Analysis
CHAPTER 09 BEHAVIORAL FINANCE AND TECHNICAL ANALYSIS
1. Note the following matches Disposition effect d Representativeness bias e Regret avoidanc
Assignment 4 Performance Evaluation.
To be handed in class.
The Finance professors at UIC have been running their own asset allocation businesses. We calculate
some summary statistics and find:
Obs Me
Business Finance 310
Fall 2013
Assignment #2
Portfolio Choice
Due Date: October 04 5pm, 2013
The focus of this assignment is to construct portfolios. The topics correspond to Lectures
4 to 6. You will
Business Finance 310
Fall 2013
Assignment #1
Trading and Arbitrage
Due Date: September 20, 2013
The focus of this assignment is to understand the Law of One Price and Trading. The topics
correspond to
Chapter 22 - Investors and The Investment Process
CHAPTER 22
INVESTORS AND THE INVESTMENT PROCESS
1.
The investment objectives of the Masons should be expressed in terms of return and
risk. These retu
Chapter 14 - Financial Statement Analysis
CHAPTER 14 FINANCIAL STATEMENT ANALYSIS
1. N a. Inventory turnover ratio in 2009. = 2850 / (490 + 480) x .5 = 1.47 b. Debt equity ratio in 2009. = 3340 / 960
Chapter 17 - Futures Markets and Risk Management
CHAPTER 17 FUTURES MARKETS AND RISK MANAGEMENT
1. Selling a contract is a short position. If the price rises, you lose money. Loss = (850 800) x 250 =
Anomalies and Multifactor Models
Business Finance Investments
Matthew M Wynter
University of Illinois at Chicago, College of Business Administration
Fall 2017
Wynter (UIC)
Multifactor Models
Fall 2017
Stefano, Curtis, Angelica, Andrew
Part 1
The average and standard error is .3932 (average) and standard error is .12. The 95% confidence
interval is .3932 +- 1.96(.12)= (.158, .6284) The t-stat is 3.2
Chapter 21 - Taxes, Inflation, and Investment Strategy
CHAPTER 21 TAXES, INFLATION, AND INVESTMENT STRATEGY
1. Moral hazard. The owner now has an incentive to cause a loss and file a claim. 2. The own
Chapter 19 - Globalization and International Investing
CHAPTER 19
GLOBALIZATION AND INTERNATIONAL INVESTING
1. False. Investments made in a local currency have the added risk associated with
exchange
Chapter 15 - Options Markets
CHAPTER 15 OPTIONS MARKETS
1. Options provide numerous opportunities to modify the risk profile of a portfolio. The simplest example of an option strategy that increases r
Chapter 20 - Hedge Funds
CHAPTER 20 HEDGE FUNDS
1. No, a market-neutral hedge fund would not be a good candidate for an investors entire retirement portfolio because such a fund is not a diversified p
Chapter 18 - Portfolio Performance Evaluation
CHAPTER 18
PORTFOLIO PERFORMANCE EVALUATION
1. a. Possibly. Alpha alone does not determine which portfolio has a larger Sharpe ratio.
Sharpe measure is th
Instructions for Test Run of Excel Macro (last part of Excel Assignment Part 3)
1) THIS IS VERY IMPORTANT, PLEASE DONT SKIP IT - Save a copy of your Excel workbook
with the Macro under a different nam
Risk and Return
Finance Investments
Matthew M Wynter
University of Illinois at Chicago, College of Business Administration
Fall 2017
Wynter (UIC)
Risk and Return
Fall 2017
1 / 41
Quantifying Risk
Risk
Analysis
For the bivariate analysis you can notice that most plots are uniform and look very
similar.
Most of the information gathered and recorded on the plots tends to be centralized, or a
little
HW ASSIGNMENT #2
I will be reviewing chapter two in The Intelligent Investor where Benjamin Graham
speaks about investing and inflation. It makes sense why Mr. Graham touches on this topic
seeing as h
IDS 355 Summer 2016 Final Exam FAQ
Q: When is the final exam?
A: Thursday, August 4th at 4:15pm.
Q: Where is the final exam?
A: 220 Douglas Hall.
Q: What will the final exam cover?
A: The main focus (
Summer 2016 Midterm 1 FAQ
Q: When is the midterm?
A: From 5pm to 6pm
Q: Where will the midterm take place?
A: The regular classroom.
Q: What will the midterm cover?
A: The four chapters: Introduction
Jason Lee
667-868-558
Assignment 1
Trading and Arbitrage
Part 1:
1. In spite of the game results, buying both CBS and WS security will result in $1
which is equal to a risk-free asset. The payoff equa
PV, Arbitrage, and Efficient Markets
Business Finance Investments
Matthew Wynter
University of Illinois at Chicago, College of Business
Fall 2017
Wynter (UIC)
Efficient Markets
Fall 2017
1 / 40
Return
C. Estimate the 2-year, 5-year, and 10-year key rate durations of a 20-year bond carrying a
coupon of C1 percent on face value $100 paid semi-annually. The given term structure starts
with C2 percent
Portfolio Choice & Mean-Variance Analysis, Part 2
Finance Investments
Matthew M Wynter
University of Illinois at Chicago, College of Business Administration
Fall 2017
Wynter (UIC)
Portfolio Choice
Fal
Trading & Markets
Finance Investments
Matthew M Wynter
University of Illinois at Chicago, College of Business Administration
Fall 2017
Wynter (UIC)
Trading & Markets
Fall 2017
1 / 42
Where do securiti
Portfolio Choice & Mean-Variance Analysis, Part 1
Finance Investments
Matthew M Wynter
University of Illinois at Chicago, College of Business Administration
Fall 2017
Wynter (UIC)
Portfolio Choice
Fal