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you manage 20 separate accounts using the same investment process each portfolio holds about 100 names with 90 names
1 how could you mitigate the negative size bias induced by the long-only constraint2 imagine that you are a stock
generate the unconstrained optimal portfolio using moderate active risk aversion of la 010 and the capmmi as benchmark
now industry-neutralize the alphas and reoptimize what are the new factor exposures compare the benefits of this
1 why is it more difficult to beat the bound in eq 1610 with a portfolio of only 2 stocks than with a portfolio of
1 how would the presence of memory effects in market impact change the trade optimization results displayed in fig
1 what is the value added of the mmi what is the value added of the optimal portfolio what is the incremental value
joe has been managing a portfolio over the past year performance analysis shows that he has realized an information
show that changing the information ratio from an annualized to a monthly statistic does not improve our ability to
it has been contended that the derivation of an appropriate model for evaluating the performance of a bond manager is
your healthy 63-year-old neighbor is about to retire and comes to you for advice from talking with her you find out she
1 discuss how an individuals investment strategy may change as he or she goes through the accumulation
your 45-year-old uncle is 20 years away from retirement your 35-year-old older sister is about 30 years away from
1 what information is necessary before a financial planner can assist a person in constructing an investment
suppose your first job pays you 28000 annually what percentage should your cash reserve contain how much life insurance
using exhibit 26 what is the marginal tax rate for a couple filing jointly if their taxable income is 20000 40000 60000
what is the marginal tax rate for a single individual if her taxable income is 20000 40000 60000 what is her tax bill
1 discuss why you would expect a difference in the correlation of returns between securities from the united
1 you can acquire convertible bonds from a rapidly growing company or from a utility speculate on which
1 what are stock warrants and call options how do they differ2 discuss why financial analysts consider
some indexes are presented in both us dollar terms and in terms of other currencies compare the performance of the dj
using daily stock prices for indexes from the united states japan canada and a compos- ite of emerging markets or china
you learn that the dow jones total stock market market-value-weighted index increased by 16 percent during a specified
1 how would you explain that the ml high-yield bond index was more highly correlated with the nyse composite stock