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Dean (12)

# Study Guides for Dean

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##### FINM2003 Study Guide - Final Guide: Sharpe Ratio, Westpac, Modern Portfolio Theory Premium

Efficient Frontier for 10 companies Mean Standard Excess Return Deviation WOW 0.018107302 0.175660095 FLT 0.197027768 0.307784282 ABP 0.172309422 0.192685992 WBC (Westpac) 0.108543159 0.203028234 SEK (Seek Limited) 0.24484...

Financial Management
FINM2003
Dean
##### FINM2003 Study Guide - Final Guide: The Forward, Yield Curve, Risk Neutral Premium

Bond Pricing Yield to Maturity YIELD TO MATURITY= average rate of return if the bond is held to maturity There is an inverse relationship between bond price and YTM If interest rate is constant over the life of the bond, Y...

Financial Management
FINM2003
Dean
##### FINM2003 Study Guide - Final Guide: Yield Curve, Weighted Arithmetic Mean, Inverse Relation Premium

Managing Bond Portfolios Interest rate Risk - All bonds are risky despite guaranteed coupon and par value repayments - Concerned with sensitivity of bond prices to change in interest rates Important Malk...

Financial Management
FINM2003
Dean
##### FINM2003 Study Guide - Final Guide: Global Macro, Liquidity Premium, Autocorrelation Premium

Pure Play Example (eliminate exposure to market risk) 1. Manage a \$2.1 million portfolio 2. Believe alpha > 0 and the market is about to fall, r <0m 3. Establish a pure play on the mispricing 4. The re...

Financial Management
FINM2003
Dean
##### FINM2003 Study Guide - Final Guide: Survivorship Bias, Passive Management, Sharpe Ratio Premium

Appropriateness of Risk-Adjusted Measures - Sharpe ratio is appropriate if an investors preferences can be summarised by a mean-variance utility function. If the portfolio represents the entire investment, ...

Financial Management
FINM2003
Dean
##### FINM2003 Study Guide - Final Guide: Interest Rate Risk, Interest Rate, Yield Curve Premium

Convexity - The notion that the relationship b/w the % change in price against % change in yield is not exactly linear , but that it is convex - The curvatur...

Financial Management
FINM2003
Dean
##### FINM2003 Study Guide - Final Guide: Risk Aversion, Human Capital, Cfa Institute Premium

Investment Policy and the Framework of the CFA Institute Making Investment Decisions The CFA s investment framework- 3 stages 1. Planning or defining the inputs required to make investment decisions a...

Financial Management
FINM2003
Dean
##### FINM2003 Study Guide - Final Guide: Tracking Error, Standard Deviation, Systematic Risk Premium

Portfolio Performance Evaluation - Tools to evaluate the performance of a given portfolio , how we can measure the return of a portfolio and to adjust the return measures to account for the risk of the ...

Financial Management
FINM2003
Dean
##### FINM2003 Study Guide - Final Guide: Market Maker, Algorithmic Trading, Australian Securities Exchange Premium

WHAT IS INVESTMENT? Investment Portfolio Two decisions for constructing a portfolio 1. Asset allocation decision: choose asset classes 2. Security selection decision: choose specific securities to invest in wi...

Financial Management
FINM2003
Dean
##### FINM2003 Final: hedge fund Premium

Hedge Funds Hedge Fund v Mutual Fund Hedge Fund Mutual Fund an investment fund that pools An investment vehicle made capital from investors, and up of a pool of moneys from invest in alternative strategies many investors f...

Financial Management
FINM2003
Dean
##### FINM2003 Study Guide - Final Guide: Mutual Fund, Market Capitalization, Survivorship Bias Premium

Hedge Fund Performance and Survivorship Bias 1. Backfill Bias: hedge funds reports returns if they choose to do so and they may only do so when their prior performance is good. Data on average is incomplete ...

Financial Management
FINM2003
Dean
##### FINM2003 Study Guide - Final Guide: Investment Company, Mutual Fund Premium

Short-selling This is the selling of borrowed shares with the intention of profiting from an expected decline in the shares price. The investor borrows shares through a dealer, sells the borrowed shares and closes the p...

Financial Management
FINM2003
Dean
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