Class #06: Thursday 11-Oct-2012 and Saturday 13-Oct-2012
Read
:
The Aronson+Johnson+Ortiz case
Questions for assignment due at the beginning of this class
:
C
lass 06
T
urn In Sheet
Class 06 Reading help
v05
A-J-O data
A
nswer key
for students
Screen shot
of calculations for students
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
Extra slides on Value at Risk (VaR)
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
p
ortable
a
lpha
I
TG
t
rading
c
ost
e
stimates
2007
Russell
a
sset
c
lass
p
erformance
2007
Russell asset class performance
2012
Vanity Fair
a
rticle
on Harvard's portfolio performance
C
larification on 120/20 strategies
(posted 15-Oct-2012)
List of many, many ETFs
ETF list
Pro
Funds
Levered ETFs
N
ew China ETFs
The Street
Other materials
What makes stocks go up?
The Economist on Gangnam Style
Negative nominal rates
Believe it or not. Bloomberg 09-Oct-2012
M
ore on Japanese Electronics
, Bloomberg 11-Oct-2012
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EIM: Class 06
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Class 02
Class 03
Class 04
Class 05
Class 06
Class 07
Final