Khyati Parikh
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Hello All,
We have our PMMF class on Monday--13th Decemeber 2010, which will be a
compensatory class for today's cancelled class, as informed by Sir.
Details of the class are as follows:
1. Date: 13th December 2010
2. Day: Monday
3. Venue: LT-N
4. Time: 10.45am-12 noon
5. Agenda: Discussion to be carried forward from where it was left
(Geometric Mean) and also discussion on home-task that needs to be
done on weekend.
6. Home-task: We have the following things to be read, covered,
understood and learnt during the weekend, and come prepared for
Monday's scheduled class.
a. What is Geometric Mean Optimization? The pdf file of "Geometric
Mean Frontier" has to be referred. The same has been uploaded on our
google group by Sir.
b. What is Skewness? What is Mean-Variance-Skewness Optimization? As
we construct Variance-Co-variance Matrix, can we also construct
Variance-Skewness Matrix? (This has to be worked upon and to be
brought to class).
c. CAPM Asset Pricing Model: The pdf file of "CAPM Model" has to be
referred to understand this concept. The same has been uploaded on our
google group by Sir.
The above mentioned task has to be done individually, and all of us
have to go prepared for the class on Monday.
Also, Sir would be taking a Hands-on task (Assignment -2), the week
after. Hence, he has asked us to start preparing for the same at the
earliest.
In case of any querries, please revert or feel free to contact me at
9948159464.
Have a great weekend ahead,
Regards,
Khyati Parikh