WE WRITE CUSTOM ACADEMIC PAPERS

100% Original, Plagiarism Free, Tailored to your instructions

Order Now!

Portfolio analysis

Portfolio analysis
Portfolio analysis
(attached you excel document with the order, firms picked are 1.A.O Smith Corporation

2. ABM Industries

3. Actuant

4. ADT Security Services

5. A.H. Belo corporation

6. AU Optronics

7. Auto Nation

8.Avery Dennison

9. Avianca Holdings

10.Aviva Plc.)

Client #2015-03b: Internal tests of portfolio recommended to Kim & Rich, especially mean- variance portfolio optimization (6-10 pages, excluding appendices).

The objective of this assignment is to apply mean-variance analysis to the portfolio of firms you put together for the couple of the previous assignment (Client 2009-02: Kim and Rich). These are the steps to follow according to internal company protocols:

1. The sample
Build a sample of security returns for the recommended firms. You will need to a) obtain stock prices, monthly, for at least five years. You may get stock price quotes fromhttp://www.yahoo.com. Then, you use EXCEL to calculate stock returns (see “returns- calculations” page in the aforementioned spreadsheet). Two formulas commonly used are rt = (pt – pt-1)/ pt-1, and rt = ln(pt/pt-1), where “ln” stands for the natural logarithm.

2. Mean-variance

a) Calculate mean-variance risk and return indicators (average returns, variances and

covariances).

b) Calculate the tangent portfolio (see page “tangent” in ia-meanvar.xls).

c) Comment on the results –you decide what merits comment.

d) Extra-credit: Calculate some optimal portfolios (short sales, and no short sales) and

draw the efficient frontier. (See page “qp-rp” in ia-meanvar.xls).

3. Concentrate on the tangent portfolio for this part.

a) Do optimal portfolio weights reflect the fundamentals you have observed? (That is,

explain whether companies with strong fundamentals have large optimal portfolio

weights).

b) In general, do you think portfolio theory is useful?

c) In the particular case of your sample (time, economic situation, specific choice of

securities), do your think portfolio theory helps?

Our Service Charter

  1. Excellent Quality / 100% Plagiarism-Free

    We employ a number of measures to ensure top quality essays. The papers go through a system of quality control prior to delivery. We run plagiarism checks on each paper to ensure that they will be 100% plagiarism-free. So, only clean copies hit customers’ emails. We also never resell the papers completed by our writers. So, once it is checked using a plagiarism checker, the paper will be unique. Speaking of the academic writing standards, we will stick to the assignment brief given by the customer and assign the perfect writer. By saying “the perfect writer” we mean the one having an academic degree in the customer’s study field and positive feedback from other customers.
  2. Free Revisions

    We keep the quality bar of all papers high. But in case you need some extra brilliance to the paper, here’s what to do. First of all, you can choose a top writer. It means that we will assign an expert with a degree in your subject. And secondly, you can rely on our editing services. Our editors will revise your papers, checking whether or not they comply with high standards of academic writing. In addition, editing entails adjusting content if it’s off the topic, adding more sources, refining the language style, and making sure the referencing style is followed.
  3. Confidentiality / 100% No Disclosure

    We make sure that clients’ personal data remains confidential and is not exploited for any purposes beyond those related to our services. We only ask you to provide us with the information that is required to produce the paper according to your writing needs. Please note that the payment info is protected as well. Feel free to refer to the support team for more information about our payment methods. The fact that you used our service is kept secret due to the advanced security standards. So, you can be sure that no one will find out that you got a paper from our writing service.
  4. Money Back Guarantee

    If the writer doesn’t address all the questions on your assignment brief or the delivered paper appears to be off the topic, you can ask for a refund. Or, if it is applicable, you can opt in for free revision within 14-30 days, depending on your paper’s length. The revision or refund request should be sent within 14 days after delivery. The customer gets 100% money-back in case they haven't downloaded the paper. All approved refunds will be returned to the customer’s credit card or Bonus Balance in a form of store credit. Take a note that we will send an extra compensation if the customers goes with a store credit.
  5. 24/7 Customer Support

    We have a support team working 24/7 ready to give your issue concerning the order their immediate attention. If you have any questions about the ordering process, communication with the writer, payment options, feel free to join live chat. Be sure to get a fast response. They can also give you the exact price quote, taking into account the timing, desired academic level of the paper, and the number of pages.

Excellent Quality
Zero Plagiarism
Expert Writers

Instant Quote

Subject:
Type:
Pages/Words:
Single spaced
approx 275 words per page
Urgency (Less urgent, less costly):
Level:
Currency:
Total Cost: NaN

Get 10% Off on your 1st order!