Investment Analysis and Portfolio Management

at Maastricht University

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Love it!
is a good soul willing to share his or her notes from the lecture ?? will pay in downloads
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only 8 seconds of it
on the website it says that only the slides will be needed for exam preparation but ive got the lecture as a voice recording on my phone if needed
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Great upload, definitely helped me!
what type of markets are NASDAQ and NYSE? Is NASDAQ an OTC?
NASDAQ - Dealer Market NYSE - Auction Market
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Thank you for the summaries! Are you planning to do so in the upcoming period as well?
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thank you!!
Chapter 11 and chapter 7.3 - 7.5 is still missing. :P in case anyone wants to help Zoe our Angel !
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Will you summarize the other chapters? Thank you for this one!!
Yes, I will! Might come later than planned though. So only whenever I find time :-)
Thank you so much!!!
In the name of the Father and the Son and the Holy Spirit. AMEN. GOD bless you Zoe. May the force be with you !
Can anybody upload the course manual from last year? I wanted to see the literature to be used. :)
Does anybody know where to find more Open Part exam questions to practice? Can only seem to find the one question given in studentportal.
there arent any... :(
Are there also any open exams? I would really appreciate this!
Can anybody find or access the resit exams from the last 2 years?
nope, still cant find, not uploaded anywhere
tutorial grades are out alr btw...
When you have an output of small against capm and an output of big against capm and you get a positive alpha for small and a negative for big . What do you get then, when you put them together (invest in that way) and regress them against capm, as an intercept? Can you add the prior alphas if both were significant?
Does anybody know if we have to be able to calculate the Treynor/Information and Mean square ratio's? These are so incredible hard to understand so I hope they are not required to be calculated.
From ch18 first section
hopefully not required tho, was mentioned that mainly analysis and calculations not tested as much
Are there more open exam parts with explanations/answers than just the on eleum? :)
Could somebody please explain what is the difference between these two?
Backfill bias can happen if funds underperform and therefore do not want to be included in the sample. The Survivorship bias is "only" apparent when hedge funds stop existing and are therefore not included in the sample. The two biases have similar effects on the sample then.
Great footnote. 9/11 would recommend!
thanks for the feedback ;-)
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How do I know for the multiple choice questions which version they are ?
Sorry I didn't notice. 2015 (2nd to last one) is version D and 2016 (last one) is version C
Any more open questions???
Are there Open Questions from old Exams which someone wants to share with us?
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I'm having trouble understanding the rationale behind this table. Can anyone explain exactly how does one invest a negative weight of -beta into a benchmark?
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Indeed, if you short the full market, for example, you have a beta of -1 against the market for a part of your portfolio, depending on the weight you put on it
ok thanks! :)
Guys, how will you study for the final exam? Does anyone have a kind of summary of all we have done so far? Summary with class notes and the topic contents.
Does anyone know if the Direct Real Estate Data series in this weeks Case a (W6) represents an average of real estate companies (index?). And also is the Equity series just the S&P 500? or the wilshire 5000?
Citing the source: "We produce indexes for both privately-held real estate portfolios, as well as publicly-listed organisations. We hold the privately-held real estate information of hundreds of institutional investors’ real estate portfolios", so I believe it's an index. In regard to the Equities, if the source is still MSCI (that should be since other sources are not cited), they do not report the S&P 500 within their website: it may just be the MSCI Global Equity Index.
This is public information, but thank you! Gonna interpret everything with assumptions that suit our interpretation ;-)
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Be careful, some chapters in this book are not identical to those that I find in the book I bought in the study store. For example this book has 28 chapters while the original one has only 22
that's because it's not the same book. this is not the book we will use for the course
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Give a medal to this man!
Hi, are you sure regulators set the discount rate or do they rather try to influence it to their preferred policy? :)
Slide n. 18 - first lecture: "-in most countries is set by Regulator". What the professor meant is that central banks prescribe discount and interest rates to pension funds (i.e. mostly a very prudent one). Another example is ECB setting ir for the euro area at 0 since march 2016.
hi! On what week day did the exam fall in the last years?
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That is version A right?
I'd say it's B but I can't say for sure.
Okay it might be A, but B would've been a better fit for my answers :D
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Hey