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
🔎 Indifference Curve Slides
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.