Portfolio Theory Financial Analyses Exercises

Portfolio Theory & Financial Analyses: Exercises Download free books at... Robert Alan Hill Portfolio Theory & Financial Analyses Exercises Download free eBooks at bookboon.com... Portfo

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Portfolio Theory & Financial Analyses: Exercises

Download free books at

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Robert Alan Hill

Portfolio Theory & Financial Analyses

Exercises

Download free eBooks at bookboon.com

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Portfolio Theory & Financial Analyses: Exercises

1st edition

ISBN 978-87-7681-616-2

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Portfolio Theory & Financial Analyses:

Exercises

4

Contents

Contents

Exercise 1.1: he Mean-Variance Paradox 11

Exercise 1.2: he Concept of Investor Utility 13

Part II: he Portfolio Decision 16

2 Risk and Portfolio Analysis 17

Exercise 2.1: A Guide to Further Study 18

Exercise 2.2: he Correlation Coeicient and Risk 18

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Portfolio Theory & Financial Analyses:

Exercises

5

Contents

Exercise 2.3: Correlation and Risk Reduction 19

Exercise 3.1: Two-Asset Portfolio Risk Minimisation 24

Exercise 3.2: Two-Asset Portfolio Minimum Variance (I) 26

Exercise 3.3: Two-Asset Portfolio Minimum Variance (II) 30

Exercise 3.4: he Multi-Asset Portfolio 31

Exercise 4.1: Tobin and Perfect Capital Markets 35

Exercise 4.2: he Market Portfolio and Tobin’s heorem 37

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