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Covariance Matrix
Correlation Matrix
Theory + applications
Chapter 1: Mean – Variance Portfolio Choice
12 Kapitel
Covariance Matrix
Correlation Matrix
Portfolio Variance
Expected Return of a Portfolio
Implied Weight from Expected Portfolio Return
Return Volatility as a Function of Lambda – Part 1
Return Volatility as a Function of Lambda – Part 2
Minimum Variance Portfolio
Minimum Variance Portfolio – Generalized
Optimal Weights – Theory
Derivation of Equilibrium Prices
Example – Calculation of Equilibrium Prices
Chapter 2: Active and Passive Investment (still in production)
Chapter 3: Intertemporal Consumption (still in production)
Chapter 4: Stochastic Discount Factor (still in production)
Chapter 5: Equilibria (still in production)
Chapter 6: State Pricing (still in production)
Chapter 7: Arbitrage (still in production)
Homework
Problem Set 1 – Schräder – Solution Sketch 2022
1 Kapitel
Problem Set 1 – Schräder – Solution Sketch 2022
Problem Set 2 – Schräder – Solution Sketch 2022
4 Kapitel
Problem Set 2 – Schräder – Solution Sketch 2022 – Part 1 (a,b,c)
Problem Set 2 – Schräder – Solution Sketch 2022 – Part 2 (d,e,f)
Problem Set 2 – Schräder – Solution Sketch 2022 – Part 3 (g,h)
Problem Set 2 – Schräder – Solution Sketch 2022 – Part 4 (i,k)
Exercises – Gehrig – Solution Sketch 2023
2 Kapitel
Exercise 1 – Gehrig – Solution Sketch 2023
Exercise 2 – Gehrig – Solution Sketch 2023
Exam Preparation
Practice Excercises – Schräder
4 Kapitel
Excercise 1 – Part 1 (a,b,c)
Excercise 1 – Part 2 (d,e,f)
Excercise 2 – Part 1 (a,b,c)
Excercise 2 – Part 2 (d,e)
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