Class #06:  Thursday 07-Oct-2010 and Saturday 09-Oct-2010


Questions for assignment due at the beginning of this class:
  • Class 06 Turn In Sheet
  • Class 06 Reading help
  • A-J-O data
  • xxx

Class notes from the 1st half of class
  • Printed 1 slide per page
  • Printed 6 slides per page

Class notes from the 2nd half of class
  • Printed 1 slide per page
  • Printed 6 slides per page

Additional material to help with.  Lots of good articles!!!
  • Bernstein 2003 FAJ article
  • Eisinger WSJ article
  • Kung, Pohlman 2004 JPM paper on Portable Alpha
  • ITG Trading Cost Estimates
  • Russell Asset Class Performance
  • Vanity Fair Article
  • more ???

List of many, many ETF!
  • ETF list
  • Pro Funds Levered ETFs
  • more ???


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EIM: Class 06