[82%] DISTINCTION FINC3017 READING SUMMARY

Description

This condensed yet comprehensive reading summary covers all the examinable readings for FINC3017. Important concepts are presented in either dot points, graphs or tables. Hence it is perfect for students who haven't caught up with their readings throughout the semester as these notes can be read, understood and memorised in a matter of days. Readings included: -Elton, Gruber, Brown & Goetzmann (2003). Modern Portfolio Theory and Investment Analysis - Kritzman – The graceful aging of mean-variance optimisation - Michaud – The Markowitz Optimisation Enigma: Is ‘Optimized’ Optimal? -Fama & French (2004). The capital asset pricing model: theory and evidence -Page and Taborsky – The Myth of Diversification: Risk Factors versus Asset Classes -Lamont and Thaler – The Law of One Price in Financial Markets -Asness & Liew. (2014). The great divide over market efficiency -Arnott, Hsu and Moore – Fundamental Indexation -Ang. (2014). Illiquid assets (from ‘Asset management: a systematic approach to factor investing)