Documenti di Didattica
Documenti di Professioni
Documenti di Cultura
15-16
12 5, 12
13 5, 13 24,17
14 14 24,17
15 15
16 16
17 13,14 17 25
18 18 26.5
19 19
20 20
21
22
23
24 13,14
25 17,
26 (26.5) 18
27 6,7,8,9
28
29
30
Comments
E: read the following articles: 1. Overview of Equity Style Management 2. Asset
Allocation ... by Sharpe (soft copy) 3. Methods of Equity Style Information (to be
available on Monday at Course Material Section) 4. Determinants of Tracking
error..
Read Ch. 24 for Portfolio performance and Ch. 17 for Industry analysis/Business
cycle/Sector Rotation
read the handouts on Derivatives and Enhanced Equity Index; read also the
chapter on options and futures, if you are not familar with the areas - only payoff
patterns you need to know.
Only soft copy will be provided of this article. This along with another handout to
be provided on Friday in class will constitute the reading material on topic
'Technical Analysis'.
Articles