Skip to content
Rob's s1452 Notes
Search
Ctrl
K
Cancel
Select theme
Dark
Light
Auto
General Information
🧭 Exam Study Guide
🧭 Getting Oriented
🔎 Exam 2 Formula Sheet
👨🏫 Solution Recordings, Formula Sheet, etc.
More General Info.
🔎 Exam 1 Formula Sheet
🧭 Study Tips for this Class
🔎 Frequently Asked Questions
🔎 Section Recordings, using this website, and TimeStamps
🔎️ Graduate Paper Topics
🙋 Sections
👨🏫 Watching Lectures and Sections
🙋 Excel
🧭 Exam Study Guide
Lectures 1-5 and Exam 1
Lecture 1 - Introduction
🧭 Big Picture
👨🏫 Outline of Lecture 1
✏️ CAL examples
✏️ Key Formulas with explanations and concrete examples
🔎 Where did our two formulas come from?
🔎 Sharpe ratio constant along the CAL
🔎 No benefits to diversification?
🙋 Section/Student Qs for L1
Additional Pages for L1
🔎 The reward to volatility ratio?
🔎 Section Slides
Lecture 2 - Optimal Risky Portfolio
👨🏫 Notes for Lecture 2
🔎 Need parentheses when squaring σ
🔎 Big Picture for Risky Portfolios
✏️ L2 Examples (Risky Portfolio)
✏️ 2 Risky and 1 Riskless asset
🔎 Indifference Curve Slides
🔎 Indifference Curves
Additional Pages for L2
📰 Article on correlations
📰 Harry Markowitz
Lecture 3 - The Capital Asset Pricing Model (CAPM)
👨🏫 Notes for Lecture 3
✏️ CAPM Examples
❔ CAPM FAQs
🔎 CAL vs CML vs SML
🔎 Notes on CAPM from e2000
✏️ CAPM, Dividends, and Holding Period Return
🙋 Section/Student Qs for L3
Lecture 4 - EMH
👨🏫 EMH Notes
📖 Chapter Summary from Textbook
❔EMH FAQ (Frequently Asked Questions)
Additional Pages for EMH
📰 Passive to Surpass Active Mutual Fund, ETF AUM by Early 2024
Lecture 5 - Options
👨🏫 Notes
🔎 Intro to Options
🔎 Black Sholes
🙋 Section/Student Qs for Lecture 5
Options Practice
✏️ Options Self-Test
✏️ Practice with Calls
✏️ Practice with Puts
✏️ Practice with Calls and Puts
🔎 Solutions for all 8 Types of P/L Problems
Exam 1
👨🏫 Review Session for Exam 1
🙋 Section/Student Qs for Exam 1
Lecture 6 - Bonds 1
👨🏫 Notes
🔎 Spreadsheets for bond price and YTM problems
✏️ Section Examples Spreadsheet
✏ How to solve for a tax bracket
✏️ Tax exempt bond examples
✏️ Bonds and SVB (Silicon Valley Bank)
✏️ Taxes on Discount Bonds
🙋 Section/Student Qs for L6
Lecture 7 - Duration and Yield Curve
👨🏫 Notes
🔎 Duration
🔎 Quick Duration Calculations
🔎 Principles of Interest Rate Risk and Duration
🔎 Facts about Duration and Interest Rate
🔎 Duration explains interest rate risk sensitivity
🔎 Callable Bonds
✏️ Duration and Interest Rate Risk Practice
✏️ Bonds and SVB (Silicon Valley Bank)
🙋 Section/Student Qs for L7
Additional Pages for L7
🔎 Duration Examples Spreadsheet
🔎 Semiannual Coupons
Lecture 8 - Monetary Policy
👨🏫 Notes
✏️ Repo
🙋 Section/Student Qs for L8
Lecture 9 - Macro Factors
👨🏫 Notes
🙋 Section/Student Qs for L9
Lecture 10 - International Investing
👨🏫 Notes
🔎 Overview of Excel Functions
👨🏫 Notes
Exam
🔎 Overview of Excel Functions
✏️ Bond interest rate risk examples
✏️ Practice Problems
Select theme
Dark
Light
Auto
🔎 Overview of Excel Functions
<<Spreadsheet.xlsx>>
Feedback?
(help)
This form is meant for website feedback. Questions are also welcome here, but using the email address in the syllabus will get my attention more rapidly (
robecon1452@gmail.com
). Be sure to include your name and email address if you want a reply!
Past feedback and my responses found
here.
