Economics 487
Applied Financial Modeling

HOMEWORK

• Homework #1: Calculating Returns (Due: 9/12)

hw1.pdf
hw1.xls
hw1s.pdf  (solution key)
hw1s.xls (solution key Excel file)
 
• Homework #2: Random Variables and the Constant Expected Return Model (Due: 9/26)

hw2.pdf
hw2n.pdf (useful notes for assignment)
hw2a.xls
hw2b.xls
hw2s.pdf  (solution key)
hw2s.xls (solution key Excel file)
 
• Homework #3: Diversification and Computing Efficient Portfolios (Due: 10/10)

hw3.pdf
portfolio.pdf (useful notes for assignments #3 and #4)
solver.pdf (Solver Tutorial)
solver.xls (Excel file to go with Tutorial)
hw3s.pdf (solution key)
hw3s.xls (solution key Excel file)
 
• Homework #4: Portfolio Calculations and the Markowitz Algorithm (Due: 10/31)

hw4.pdf
hw4.xls
portfolio.pdf (useful notes for assignments #3 and #4)
hw4s.pdf (solution key)
hw4s.xls (solution key Excel file)
 
• Homework #5: The Market Model and the Capital Asset Pricing Model (Due: 11/14)

hw5.pdf
hw5.xls
hw5s.pdf (solution key)
hw5s.xls (solution key Excel file)
 
• Homework #6: The Joint Distribution of Stock Returns (Due: 12/7)

hw6.pdf
hw6.xls
hw6n.pdf (useful notes for assignment)
simulation.xls (simulation of heterskedastic data)
hw6s.pdf (solution key)
hw6s.xls (solution key Excel file)