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FINC3017: Investments and Portfolio Management

创建日期：2024-05-10 17:37:37

所属分类：金融Finance

标签： FINC3017

Investments and Portfolio Management

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FINC3017: Investments and Portfolio Management

Administrative Details
Lectures via Zoom, 1pm (Sydney time) on Tuesdays
face-to-face and on-line tutorials scheduled on Tuesdays, Wednesdays,
and Thursdays. Note that tutorials start in week 2
Consultation: 10am - noon on Wednesdays or by appointment
Two individual assignments, each accounting for 30% of the final
grade
They are due by week 6 and 12.
You will be assessed on your technical application to quantitative
questions as well as your critical discussion of key issues.

Assessment: Final Exam
The final exam is scheduled in the final exam period, 40% of your
final grade
It covers entire course, a mix of quantitative and conceptual questions

Course Objective
The purpose of this course is to provide a comprehensive introduction
to investments.
Topics include modern portfolio theory, the Capital Asset Pricing
Model (CAPM), anomalies, asset pricing theory, performance
evaluation, return predictability, and volatility.
The unit emphasizes quantitative methods

An Overview of Asset Classes and Financial Instruments
Debt securities, equities, and derivatives
marked to market, buying on margin, and short selling

Mean-Variance Portfolio Theory
The theory seeks to find an optimal multi asset allocation
Derive and understand portfolio theory
This theory has huge impact on practice and forms the cornerstone of
a large industry that focuses on diversified investments.
Professor Harry Markowitz won the 1990 Nobel Prize in Economics
for developing the mean-variance portfolio theory.

CAPM and Anomalies
The Capital Asset Pricing Model (CAPM) is an extension of modern
portfolio theory. It is an equilibrium outcome of everybody applying
the portfolio theory.
The CAPM has many deep implications. William Sharpe won the
1990 Nobel Prize in Economics for developing the CAPM.
Empirical tests and performance of the model
Anomalies

Asset Pricing Theory
Consumption-based asset pricing model
Stochastic discount factor (SDF)
State prices

Forecasting Asset Returns
Empirical evidence on stock return predictability
Present value relationships
Statistical issues with return forecasting regressions

Trading Volatility
Volatility estimation and modeling
The development of volatility derivatives markets, with a particular

Math Preliminaries
Measuring Returns
Matrix Algebra
Probability and Statistics
Regressions
Risk Preferences

Measuring Returns
Denote the price of an asset at date t by Pt . Ignoring the dividend,
the simple net return Rt on the asset between dates t − 1 and t is
defined as:
Rt =
Pt
Pt−1
− 1
The simple gross return on the asset is given by 1+ Rt
The asset’s gross return over the most recent k periods from date
t − k to date t, written 1+ Rt(K ), is
1+ Rt(K ) = (1+ Rt)× (1+ Rt−1)× ...× (1+ Rt−k+1)

Example
Suppose you invest $100 into stock XYZ. In the first year, you lose
10% and in the second year you make 10%. What is the value of your
investment at the end of the second year?
A = 100
B = 99
C = 101

Measuring Returns
The continuously compounded return or log return rt is defined as the
natural log of its gross return 1+ Rt :
rt = log(1+ Rt) = log(
Pt
Pt−1
) = pt − pt−1
where pt = log(Pt).
Continuously compounded multiperiod return is the sum of continuously
compounded single period returns
rt(K ) = log(1+ Rt(K ))
= log((1+ Rt)× (1+ Rt−1)× ...× (1+ Rt−k+1))
= log(1+ Rt) + log(1+ Rt−1) + .....+ log(1+ Rt−k+1)
= rt + rt−1 + ...+ rt−k+1
It is much easier to derive the statistical properties of additive process than
of multiplicative process

Measuring Average Returns
Assume returns for stock XYZ over the past 4 years are 10%, 25%, -20%,
20% respectively. What is the average return of the stock?
Arithmetic Average: sum of returns in each period divide by the total
number of periods
0.1+ 0.25− 0.2+ 0.2
4 = 8.75%
Geometric Average: single per-period return that gives the same
cumulative performance as the sequence of actual returns
(1+ rG)4 = (1+ 0.1)× (1+ 0.25)× (1− 0.2)× (1+ 0.2)
⇒ rG = 7.19%

Compounding
Suppose James graduated from college at 25 and he invested $10,000
into the S&P 500. Assuming that the S&P 500 would return 10% per
year going forward, what would this investment worth when James
retired at 65?

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