Pitzer Classes

Finance

Slideshows

Accounting & Finance

Time Value of Money

Valuing Stocks and Bonds

Present Value of Bond in Excel

Stocks & Risk

The Security Market Line

CAPM theory

5 Stock example & Market Data

Ratios presentation

Excel Sheet with ratio examples

Answer Key - Midterm 2

Wall Street

Final Paper

Here is the document in which I describe what I want you to do in your paper.

Paper instructions

Efficient Frontier

This is the latest version of the program. It can handle muiltiple stocks(you can thank Benj for having spent quite a lot of time setting it up!). All you need to do is to go to the input worksheet, enter the name of your stocks in the table on the left (all other names will be updated after you run the program) and the expected return and vars-covs. Once you have inputed the data, press the button on the top and voila, you should get a nice efficient frontier. Do not change the number of steps. Also, no need to enter a minimum ret or a step size since the program now finds the lowest and the highest possible returns and calculates the size of the steps. This also means that there should'nt be any points with no convergence as it was the case in the past.

If you find a bug, let me know!

efficient frontier file

Market risk premium and Risk Free rate

The risk premium (Market - Rf) for July 1926 to March 2006 is 7.80%. The Risk Free rate for the same period is 3.65%. You should use this data to infer the expected return of your assets once you have calculated the betas.

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