Class #06: Thursday 07-Oct-2010 and Saturday 09-Oct-2010
Questions for assignment due at the beginning of this class
:
C
lass 06
T
urn In Sheet
Class 06 Reading help
A-J-O data
xxx
Class notes from the 1st half of class
P
rinted 1
slide
per
page
Printed 6
slides
per
page
Class notes from the 2nd half of class
Printed
1
slide
per
page
P
rinted
6
slide
s
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
I
TG 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
Class 01
Class 02
Class 03
Class 04
Class 05
Class 06
Class 07
Final