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Problem Sets & Cases

• Problem Set 1 (due at the beginning of class, Oct 12).

• Problem Set 2 (due at the beginning of class, Oct 19).

• Problem Set 3 (due at the beginning of class, Oct 26) Excel spreadsheets for this are posted in the Spreadsheets folder.

  1. Here is some help for calculating Variances and Covariances of portfolios

  2. An example of doing the necessary plots is given in the spreadsheet: eff3_example.xls - Do not open the spreadhseet in your browser. Save the file and then open.

• Guidelines SCM Strategic Capital Management Case (due at the beginning of class, Nov 4). See also the revised spreadsheet for BKM short sales example RevisedCh3Short_Sales.xls

• Guidelines for DFA Case (due at the end of class, Nov 9).

• Problem Set 4 (due at the beginning of class, November 16) Excel spreadsheets for this are posted in the Spreadsheets folder.

• Problem Set 5 (due at the beginning of class, November 30)