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3000字加拿大课程作业 The Anylysis of Yield Curve and the Expectation

时间:2012-07-21 23:11来源:www.liuxulw.com 作者:留学生论文网 点击:
本文是一篇加拿大课程作业,主要从Yield Curve and the Expectations Theory 分析,由代写留学生论文中心策划组提供。是英文语种、经济研究方向、不需要数据处理的本科课程论文 BA Assignment,不需要盲

本文主要从Yield Curve and the Expectations Theory 分析,由代写留学生论文中心策划组提供。是英文语种、经济研究方向、不需要数据处理的本科课程论文 BA Assignment,不需要盲审(博士或硕士生有这个需要),如有需求请联系本站论文购买中心或者提交相关文章的代写需求。

Suppose that you are a portfolio manager of a mutual fund company.  Please, make the Optimal Portfolio and present the Efficient Frontier for your client.
Choose the time series data of  the prices of two assets (stocks, or bonds; stocks would be easier to work with) from the financial website for, say, 5 years;
Get the rate of return on them; (Pt+1 – Pt)/Pt x 100 (we are ignoring the dividend payment or coupon payment, and focusing on the capital gains as the dividends are often not paid);
Get the Risk Free rate from T-bills or Bank Rate; and
Make an optimal portfolio of risky and risk free assets, and get the Efficient Frontier of risky and risk-free assets by using the Shazam program.
How to do it?
Please refer to my document which explains how to do it step by step:
The first shows how to collect data, etc; and
And the second focuses on how to use the Shazam program.
Please, be patient, and take time.
 
Answers:
In the world of investment analysis, there are two primary schools of thought: fundamental and technical: fundamental analysis looks at the intrinsic value of a company and tries to find anomalies or "mis-priced" tocks in the markrt. Technical analysis, on the other hand, looks at historical price and volume levels to make guesses about, the direction of stocks in the future; that is, for the technical analyst, past performance may indeed be indicative of future performance.
             (2)The primary strength of SHAZAM is the estimation and testing of many types of econometric and statistical models. Build and estimate models by choosing variables and selecting techniques using your mouse, or code them quickly using the powerfully simple SHAZAM Command Language.SHAZAM also provides capabilities for both matrix programming and the programming of reusable procedures.
The steps are as follows: 1) Reading in data: To run Shazam it is best to have two files. The first file will contain the data and will be referred to as the DATA FILE from now on, the second file will contain the commands you want Shazam to execute on the data, this file will be referred to as the PROGRAM.  2)NOTE: Throughout this note we will use the variables cons, inc and infl to demonstrate the things Shazam could do, however, you may call your variables anything you like using mnemonics up to seven characters long. 3) Writing out data: The form for writing out data is similar to reading it in for any set of variables, one can write out the observations by observation or by variable (by observation is the default). 4) Summary statistics: one  can calculate summary statistics for any subset of the full sample of observations by simply changing the sample command before the stat instruction. You can choose to calculate summary statistics on any subset of the variables. 5) Generating variables: Generating a series of numbers as a transformation of another series of numbers is fairly simple within SHAZAM and uses usual mathematical operators after the genr command.

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