Compare each industry portfolio’s performance to that of the market index (based on the Sharpe, Jensen, Treynor measures as well as the information ratio.

by
Words: 149
Pages: 1
Subject: Uncategorized

Use the following simulated data sets:

Fin 402 Simulated 12 Industry Portfolio
Fin 402 Simulated Fama-French 3 Factors

Select 2 industry portfolios of your choice and download 36 months of data, and download a market index (S&P 500 or Wilshire 5000) from finance.yahoo.com or a similar site.

Compare each industry portfolio’s performance to that of the market index (based on the Sharpe, Jensen, Treynor measures as well as the information ratio. Plot the monthly values of alpha plus residual return.

Let Us write for you! We offer custom paper writing services Order Now.

PLACE YOUR ORDER

REVIEWS

Criminology Order #: 564575

“ This is exactly what I needed . Thank you so much.”

Joanna David.

Communications and Media Order #: 564566
"Great job, completed quicker than expected. Thank you very much!"

Peggy Smith.

Art Order #: 563708
Thanks a million to the great team.

Harrison James.

"Very efficient definitely recommend this site for help getting your assignments to help"

Hannah Seven

Related posts:

  1. What are the major “health equity” concerns here?
  2. Who is the source of the video? Are they credible? Why or why not?
  3. Compare and contrast universalism and relativism.
  4. Write an argumentative research paper on vaccine mandates.
  5. Discuss the Script of portraiting a charachter.
  6. In a few sentences, analyze each cartoon and what you think each one represents (the first one with respect to the division between corporate entrepreneurs and workers and the second one with respect to the future of the Populist Party).
  7. Discuss about Macroeconomic variables and their effect on the stock market (UK, Europe)
  8. Write a paper discussing on the Great Gatsby.
  9. Justify how a nursing-sensitive quality indicator establishes evidence-based practice guidelines for nurses to follow when using patient care technologies to enhance patient safety, satisfaction, and outcomes.
  10. What, on the other hand, would two-dimensionality involve, for the individual and society?

All Rights Reserved.
Disclaimer: for assistance purposes only. These custom papers should be used with proper reference.
Terms and Conditions | Privacy Policy