ACTL4303 Lecture 1: ACTL4303_Notes
Document Summary
1. 2. 1 asx corporate governance principles and recommendations . 2 strike rule (corporations amendment act 2011) . 1. 2. 1. 2 asx listing rule 3. 1 - continuous disclosure . 1. 2. 4 direct market access and algorithmic trading . 2. 3. 1 historical equity risk premium returns (aus, 1937-2011) . 2. 5. 3 capital allocation, asset allocation and security selection . Include risk free asset - alternative cals . 3. 1. 1. 1 return + risk for individual securities . 3. 4. 2 use of variables to predict barra . 3. 6. 2. 3 fama and french 3 factor models . 4. 1. 2 what to look in market anomaly investigations . 4. 3. 1 value returns in the us market (kfdl) . 4. 3. 2 momentum returns in us market (kfdl) . 6. 5. 6 price to book (pb) and the ddm . 6. 7. 1 cash flows to equity - reconciling p&l to cf statement . 8. 3. 3 option price partial and second derivatives . 8. 4. 1. 1 pro ts: futures buyers & call buyers . 8. 4. 1. 2 pro ts: futures sellers and put buyers .
