Class #04: Thursday 18-Nov-2010 and Saturday 20-Nov-2010
Doing Regressions with matrix math:
Black-Litterman Assignment:
Idzorek Paper and Others
Additional Postings
Information on Matrix Operations:
Class notes from the 1st half of class
Class notes from the 2nd half of class
{Go back to FINA 584 home page}
Doing Regressions with matrix math:
- Working Excel example
Black-Litterman Assignment:
- Assignment questions (posted 09-Nov-2010)
- Data for assignment
- Screenshot with 2 views
- Screenshot with 3 views
- Bring the HF practice portfolio from Class #03
Idzorek Paper and Others
- Download here
- Other papers here
Additional Postings
- UBS capital market assumptions June 2010
- UBS SAA vs. TAA 2009
- UBS quarterly update 2010 Q2
- Example showing regressions with Excel ( Bring to class! )
Information on Matrix Operations:
- Worksheet for student practice
- Basic operations
- Symmetric matrices
- Multiplying matrices
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
{Go back to FINA 584 home page}
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Modeling: Class 04