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A security's contribution to the risk of a portfolio is
Company specific risk or unique idiosyncratic risk
Diversifiable risk
Industry risk
Systematic risk or market risk (beta)
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1 Market Efficiency
2 Risk Preferences
3 Types of Markets
4 Theoretical underpinnings
5 Limit order books
6 Which of the following statement is incorrect in the context of security prices in the financial markets.
7 Which of the following statement is incorrect in the context of market participants.
8 Which of the following statement is incorrect in the context of efficient markets.
9 Which of the following statement is incorrect in the context of Risk preferences
10 In pure limit order book markets, liquidity is provided by
11 Compute the relative spread for a best Ask: Rs 230 and best Bid Rs 225
12 Economic Theory of Choice under certainty
13 Indifference curves and interest rates
14 Expected and Actual Returns
15 What is risk
16 Short note on compunding
17 For a rational individual the following is an incorrect statement
18 An individual is (A) lender or (B) a borrower if
19 For a rational individual consuming normal goods with positive utility, the following statement is correct with respect to the marginal utility of consumption.
20 Existence of financial instruments with different interest rates suggests
21 Assume the returns available on a security for three periods are
22 In the previous question (1), compute the average expected per period returns from the security.
23 What is the effective interest rate for 0.5% monthly installments.
24 Consider the order book schedule provided below.
25 In the previous question (4), what is your estimate of spread as per the order book schedule.
26 1- Portfolio Construction with two securities expected returns
27 2-Expected Returns from a Portfolio A simple example
28 3 - Portfolio Construction with two securities Risk
29 4 -Portfolio Construction with Multiple Securities risk
30 5 - Risk Diversification with Portfolios
31 Theoretically, in which of the following situations would you get the largest reduction in risk by spreading your investment across two stocks?
32 A positive covariance between two securities indicates that
33 Simply adding more securities to the portfolio leads to diversification
34 Theoretically, no diversification is achieved in a stock portfolio
35 For an N-stock portfolio the following is an incorrect statement
36 Find the risk
37 In the previous question
38 Find the expected returns
39 Portfolio Construction Recap I
40 Portfolio Construction Recap II
41 Mean Variance Framework
42 Portfolio Possibilities curve
43 Feasible Frontiers
44 Efficient Frontier Scenarios Multi Security Case 1
45 Efficient Frontier Scenarios Multi Security Case II
46 Minimum Variance Portfolio
47 Introduction to Riskfree lending and borrowing I
48 Introduction to Risk-free lending and borrowing II
49 Introduction to Risk-free lending and borrowing III
50 Market Risk and Beta
51 A portfolio is considered to be efficient if
52 Identify the incorrect statement.
53 If an investor is holding a security individually, what is the most appropriate risk measure for him.
54 A security's contribution to the risk of a portfolio is
55 The betas for the market portfolio and risk-free security are, respectively
56 The following statement is incorrect in the context of beta
57 Assumptions with CAPM
58 Assume that the following assets are correctly priced according to the security market
59 Assume that the following
60 Assume that the
61 All of the following are assumptions of the standard Capital Asset Pricing Model (CAPM) EXCEPT
62 The capital market line (CML) uses
63 Which of the following is NOT a relaxation of the assumptions for the CAPM?
64 Simple approach to understand CAPM I
65 Simple Approach to understand CAPM II
66 Fallings of CAPM
67 Single Index Models and Correlation Structure
68 The following is incorrect for market model.
69 If you are tracking 200 securities, and assume single index model for simplifying correlation structure. How many estimates are needed?
70 If you are tracking 100 securities, and do not assume any index model or simplifying correlation structure. How many estimates are needed
71 If you are tracking 100 securities, and assume single index model for simplifying correlation structure. How many estimates are needed.
72 If you are tracking 100 securities, and assume multi index model with five (5) indices for simplifying correlation structure. How many estimates are needed
73 Construction of Single Index Models
74 Single Index Models Example
75 Portfolio Characteristics with Single Index Models
76 Market Model
77 Estimating Beta
78 Beta Estimation Example
79 Few Words on Beta
80 Introduction to Multi Index Models
81 Definition of Multi Index models
82 Multi index models expected return and risk
83 Fama French 3 Factor Model
84 Portfolio Management Strategies
85 Passive Portfolio Management Strategies
86 Tracking Error and Index Portfolio Construction
87 Active Investment Strategies
88 Investing Styles
89 Value vs Growth Investing
90 Which of the following is incorrect in value-vs-growth investing.
91 In the context of factor investing the following is an incorrect statement.
92 Identify the incorrect statement
93 Identify the incorrect statement
94 Portfolio Performance Evaluation
95 One Parameter Measures Sharpe Ratio
96 One Parameter Measure Treynor measure
97 One Parameter Measure Jensens Measure
98 One Parameter Measures Information Ratio
99 Performance Measurement with Downside risk Sortinos ratio
100 Sortinos ratio example
101 Consider the data provided on mutual funds below
102 In question 1, compute the Treynor’s measure for Fund 4
103 In question 1, compute the Jensen’s alpha measure (also called differential measure) for Fund 1 if beta is the appropriate risk measure
104 In question 3, compute the Jensen’s alpha measure (also called differential measure) for Fund 1 if total risk (standard deviation) is the appropriate risk measure
105 Consider the data provided on mutual funds below
106 In question 1, compute the Treynor’s measure for Fund 3
107 In question 1, compute the Jensen’s alpha measure (also called differential measure) for Fund 5 if beta is the appropriate risk measure
108 Portfolio Performance Evaluation Timing
109 Evaluation of Market Timing
110 Statistical Significance of Portfolio performance
111 Holdings Measure of Timing
112 Holding Measures of Security Selection
113 Which of the following is the correct factor in the case of CAPM or single-factor APT
114 Holding Measure Example
115 Characteristic Selectivity Performance Measure
116 Consider the following performance data of a manager with benchmark index
117 In the context of timing and selection of securities, identify the incorrect statement
118 In question 8, how much contribution was on account of allocation skill of the manager.
119 In question 8, how much contribution was on account of the selection skill of the manager.
120 Introduction to APT
121 Simple Proof of APT part 1
122 The following statement is incorrect about APT
123 Simple Proof of APT part 2
124 The following statement is incorrect about APT.
125 A few important points about APT
126 Testing the APT
127 The following statement is incorrect about APT
128 Testing the APT Factor Analysis
129 Testing the APT Specifying the attributes of a security
130 Testing the APT specifying the influences or portfolios
131 APT and CAPM single index case
132 APT and CAPM Multi Index case
133 APT and Passive Portfolio Management
134 APT and active portfolio management
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