Asset Management Lecture 10. Table 27.2 Make up a view and replace the one in spreadsheet 27.2. Recalculate the optimal asset allocation and portfolio.
Asset Management Lecture 8. Outline for today Today: DFA case A brief review of innovations in financial market research A discussion on the efficient.
Asset Management Lecture 5. 1st case study Dimensional Fund Advisors, 2002 The question set is available online The case is due on Feb 27.
Asset Management Lecture 21. Outline Technical analysis Bar Charts and Japanese Candlestick Charts Major Chart Patterns Price-based Indicators Volume-based.
Asset Management Lecture One. Introduction Book: Book: Investments 8th edition by Bodie, Kane and Marcus Investments 8th edition by Bodie, Kane and Marcus.
Asset Management Lecture Three. Outline for today Index model Index model Single-factor index model Single-factor index model Alpha and security analysis.
Asset Management Lecture 19. Agenda Behavioral finance (Chapter 12) Challenges to market efficiency Limits to arbitrage Irrational investors.
