Search for tag: "alpha"

12 Media

16:48 FIN-MKT-INV 5 3 1 LECTURE SLIDES HANDWRITING WEAK… FIN-MKT-INV 5 3 1 LECTURE SLIDES HANDWRITING WEAK FORM EFFICIENCY AND MOMENTUM	FIN-MKT-INV 5 3 1 LECTURE SLIDES HANDWRITING WEAK FORM EFFICIENCY AND MOMENTUM DEN-MBA_0019_5_3_1_LECTURE_SLIDES_HANDWRITING_WEAK_FORM_EFFICIENCY_AND_MOMENTUM andrew detzel fin_4200 financial_markets_and_investments [email protected] den-mba_0019 nodelete datecreated_2020 2u momentum factor portfolio return returns stocks model alpha fama portfolios month column months carhart regression market risk french cap statistic From DCB_Video_Publishers 0 likes 26 plays 0
03:17 FIN-MKT-INV 5 2 7 LECTURE SLIDES HANDWRITING… FIN-MKT-INV 5 2 7 LECTURE SLIDES HANDWRITING GROSSMAN AND STIGLITZ PARADOX	FIN-MKT-INV 5 2 7 LECTURE SLIDES HANDWRITING GROSSMAN AND STIGLITZ PARADOX DEN-MBA_0019_5_2_7_LECTURE_SLIDES_HANDWRITING_GROSSMAN_AND_STIGLITZ_PARADOX andrew detzel fin_4200 financial_markets_and_investments [email protected] den-mba_0019 nodelete datecreated_2020 2u markets competition costs market stiglitz grossman transaction bit surprises alpha computers position side point summary relative stock piece trends cost From DCB_Video_Publishers 0 likes 9 plays 0
03:07 FIN-MKT-INV 5 2 1 LECTURE SLIDES HANDWRITING… FIN-MKT-INV 5 2 1 LECTURE SLIDES HANDWRITING INTRO TO MARKET EFFICIENCY CARHART 1997 AND MUTUAL FUND ALPHAS	FIN-MKT-INV 5 2 1 LECTURE SLIDES HANDWRITING INTRO TO MARKET EFFICIENCY CARHART 1997 AND MUTUAL FUND ALPHAS DEN-MBA_0019_5_2_1_LECTURE_SLIDES_HANDWRITING_INTRO_TO_MARKET_EFFICIENCY_CARHART_1997_AND_MUTUAL_FUND_ALPHAS andrew detzel fin_4200 financial_markets_and_investments [email protected] den-mba_0019 nodelete datecreated_2020 2u funds alpha model factor performance respect 4-factor market past skill fund evidence efficiency proponents piece benchmark percentage rna percent threshold From DCB_Video_Publishers 0 likes 22 plays 0
09:01 FIN-MKT-INV 5 1 6 LECTURE SLIDES HANDWRITING… FIN-MKT-INV 5 1 6 LECTURE SLIDES HANDWRITING BENCHMARK RETURNS FROM THE FAMA-FRENCH THREE-FACTOR MODEL	FIN-MKT-INV 5 1 6 LECTURE SLIDES HANDWRITING BENCHMARK RETURNS FROM THE FAMA-FRENCH THREE-FACTOR MODEL DEN-MBA_0019_5_1_6_LECTURE_SLIDES_HANDWRITING_BENCHMARK_RETURNS_FROM_THE_FAMA-FRENCH_THREE-FACTOR_MODEL andrew detzel fin_4200 financial_markets_and_investments [email protected] den-mba_0019 nodelete datecreated_2020 2u return benchmark fund fama factor rate cap 3-factor french regression risk times average returns factors model alpha managers stocks beta From DCB_Video_Publishers 0 likes 32 plays 0
07:11 FIN-MKT-INV 5 1 2 LECTURE SLIDES HANDWRITING… FIN-MKT-INV 5 1 2 LECTURE SLIDES HANDWRITING INTRO TO THE FAMA-FRENCH THREE-FACTOR MODEL	FIN-MKT-INV 5 1 2 LECTURE SLIDES HANDWRITING INTRO TO THE FAMA-FRENCH THREE-FACTOR MODEL DEN-MBA_0019_5_1_2_LECTURE_SLIDES_HANDWRITING_INTRO_TO_THE_FAMA-FRENCH_THREE-FACTOR_MODEL andrew detzel fin_4200 financial_markets_and_investments [email protected] den-mba_0019 nodelete datecreated_2020 2u stocks cap factor model returns market alpha portfolio smb fama return factors slope regression risk variable sort hml respect capm From DCB_Video_Publishers 0 likes 30 plays 0
03:51 FIN-MKT-INV 5 1 1 LECTURE SLIDES HANDWRITING… FIN-MKT-INV 5 1 1 LECTURE SLIDES HANDWRITING MULTIFACTOR MODELS INTRO	FIN-MKT-INV 5 1 1 LECTURE SLIDES HANDWRITING MULTIFACTOR MODELS INTRO DEN-MBA_0019_5_1_1_LECTURE_SLIDES_HANDWRITING_MULTIFACTOR_MODELS_INTRO andrew detzel fin_4200 financial_markets_and_investments [email protected] den-mba_0019 nodelete datecreated_2020 2u risk factors cap returns theory patterns market premium model question risks markets alpha stocks clients behavior capital option beta respect From DCB_Video_Publishers 0 likes 36 plays 0
14:50 FIN-MKT-INV 4 5 1 LECTURE SLIDES HANDWRITING HOW… FIN-MKT-INV 4 5 1 LECTURE SLIDES HANDWRITING HOW MUCH SHOULD I INVEST IF ALPHA 0	FIN-MKT-INV 4 5 1 LECTURE SLIDES HANDWRITING HOW MUCH SHOULD I INVEST IF ALPHA 0 DEN-MBA_0019_4_5_1_LECTURE_SLIDES_HANDWRITING_HOW_MUCH_SHOULD_I_INVEST_IF_ALPHA_0 andrew detzel fin_4200 financial_markets_and_investments [email protected] den-mba_0019 nodelete datecreated_2020 2u market alpha portfolio return variance asset ratio regression weight risk cap formula excess sharpe stocks error beta inputs weights capm From DCB_Video_Publishers 0 likes 36 plays 0
02:21 FIN-MKT-INV 4 5 3 LECTURE SLIDES HANDWRITING RISK… FIN-MKT-INV 4 5 3 LECTURE SLIDES HANDWRITING RISK VERSUS MISPRICING INTERPRETATIONS OF EVIDENCE AGAINST CAPM AND THE CAPM S WIDESPREAD USE	FIN-MKT-INV 4 5 3 LECTURE SLIDES HANDWRITING RISK VERSUS MISPRICING INTERPRETATIONS OF EVIDENCE AGAINST CAPM AND THE CAPM S WIDESPREAD USE DEN-MBA_0019_4_5_3_LECTURE_SLIDES_HANDWRITING_RISK_VERSUS_MISPRICING_INTERPRETATIONS_OF_EVIDENCE_AGAINST_CAPM_AND_THE_CAPM_S_WIDESPREAD_USE andrew detzel fin_4200 financial_markets_and_investments [email protected] den-mba_0019 nodelete datecreated_2020 2u capm cap returns evidence alpha patterns factors stocks cat perspectives alternative decades answer questions interviews job finance thirds half reason From DCB_Video_Publishers 0 likes 22 plays 0
02:31 FIN-MKT-INV 4 4 7 LECTURE SLIDES HANDWRITING… FIN-MKT-INV 4 4 7 LECTURE SLIDES HANDWRITING ESTIMATED ALPHAS ARE NOT TRUE ALPHAS	FIN-MKT-INV 4 4 7 LECTURE SLIDES HANDWRITING ESTIMATED ALPHAS ARE NOT TRUE ALPHAS DEN-MBA_0019_4_4_7_LECTURE_SLIDES_HANDWRITING_ESTIMATED_ALPHAS_ARE_NOT_TRUE_ALPHAS andrew detzel fin_4200 financial_markets_and_investments [email protected] den-mba_0019 nodelete datecreated_2020 2u alpha beta return managers risks error sampling estimate things values risk asset period estimates significance quality statistics mind funds skill From DCB_Video_Publishers 0 likes 33 plays 0
04:24 FIN-MKT-INV 4 4 2 LECTURE SLIDES HANDWRITING HOW… FIN-MKT-INV 4 4 2 LECTURE SLIDES HANDWRITING HOW DO WE TEST THE CAPM	FIN-MKT-INV 4 4 2 LECTURE SLIDES HANDWRITING HOW DO WE TEST THE CAPM DEN-MBA_0019_4_4_2_LECTURE_SLIDES_HANDWRITING_HOW_DO_WE_TEST_THE_CAPM_ andrew detzel fin_4200 financial_markets_and_investments [email protected] den-mba_0019 nodelete datecreated_2020 2u alpha asset return market intercept capm returns beta google fund risk level slope k. axis lines model m. cap amount From DCB_Video_Publishers 0 likes 23 plays 0
05:42 FIN-MKT-INV 4 4 1 LECTURE SLIDES HANDWRITING HOW… FIN-MKT-INV 4 4 1 LECTURE SLIDES HANDWRITING HOW SHOULD WE TEST THE CAPM	FIN-MKT-INV 4 4 1 LECTURE SLIDES HANDWRITING HOW SHOULD WE TEST THE CAPM DEN-MBA_0019_4_4_1_LECTURE_SLIDES_HANDWRITING_HOW_SHOULD_WE_TEST_THE_CAPM_ andrew detzel fin_4200 financial_markets_and_investments [email protected] den-mba_0019 nodelete datecreated_2020 2u return market beta risk capm premium asset question returns model cap fund assets rate alpha slope interpretations k. difference relationship From DCB_Video_Publishers 0 likes 27 plays 0
24:42 FIN-MKT-INV 4 4 3 LECTURE SLIDES HANDWRITING DO… FIN-MKT-INV 4 4 3 LECTURE SLIDES HANDWRITING DO SMALL-CAP VALUE STOCKS EARN ALPHA SETUP REV 2018-09-27	FIN-MKT-INV 4 4 3 LECTURE SLIDES HANDWRITING DO SMALL-CAP VALUE STOCKS EARN ALPHA SETUP REV 2018-09-27 DEN-MBA_0019_4_4_3_LECTURE_SLIDES_HANDWRITING_DO_SMALL-CAP_VALUE_STOCKS_EARN_ALPHA_SETUP REV 2018-09-27 andrew detzel fin_4200 financial_markets_and_investments [email protected] den-mba_0019 nodelete datecreated_2020 2u alpha market stocks cap statistic returns return beta regression statistics column stock ratio portfolio chance portfolios values risk rate lot From DCB_Video_Publishers 0 likes 37 plays 0