Applied Portfolio Management

Description

1st page dedicated to: - Performance measures ( Treynor, sharpe, jensen's alpha etc) formulas, when to use them and their advantages/disadvantages - Week by week theory notes - Wk 11 futures notes and examples including short, long and cross hedging 2nd page includes worked examples for: - asset allocation (w/ single facto model vs mean variance model) - portfolio performance (wk 8, information ratio) - hedging with a futures contract - bond portfolio management