Presentation is loading. Please wait.

Presentation is loading. Please wait.

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.

Similar presentations


Presentation on theme: "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."— Presentation transcript:

1 Asset Management Lecture 10

2 Table 27.2 Make up a view and replace the one in spreadsheet 27.2. Recalculate the optimal asset allocation and portfolio expected performance.

3 Table 27.2

4

5

6

7

8

9

10

11

12

13

14

15

16

17

18

19

20

21

22

23

24

25 Exercise 27.4 Make up a view and replace the one in spreadsheet 27.2. Recalculate the optimal asset allocation and portfolio expected performance.

26 Exercise 27.3 Make up new alpha forecasts for your portfolio from Assignment One. Use Traynor Black model to find the optimal portfolio. The assignment is due on April 14.


Download ppt "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."

Similar presentations


Ads by Google