Recent Question/Assignment
Presentation
• Find the Efficient Frontier using Capital Asset Pricing Model
• Find the tangent portfolio weights (the efficient portfolio with highest Sharpe ratio)
• Go to google finance
– Download daily historical prices from Jan 2013 or more recent
– For:
• The Priceline Group Inc PCLN
• Alphabet GOOGL
• Skyworks Solutions SWKS
• Ocean Power Technologies, Inc OPTT
• Tripadvisor INc TRIP
• ENERGEN EGN
• Unit Corporation UNT
• McAfee Global Technologies MGT
• Grubhub GRUB
• 58.com WUBA
• SAE Exploration SAEX
• Chipotle CMG
• Chesapeake Energy Corp. CHK
• Northern Dynasty Minerals NAK
– 5 minute presentation of your results.
– Presentation must include a graph of the efficient frontier in the (return, risk) space j – Provide excel sheet for calculations
– Provide of explanation for each step and assumptions specifically for the weight combos
Presentation
• Need to compute as many combinations of weights for these 8 companies
• Find the Efficient Frontier using Capital Asset Pricing Model
• Find the tangent portfolio weights (the efficient portfolio with highest Sharpe ratio)
• Go to google finance
– Download daily historical prices from Jan 2013 or more recent
– For:
• The Priceline Group Inc PCLN
• Alphabet GOOGL
• Skyworks Solutions SWKS
• Ocean Power Technologies, Inc OPTT
• Tripadvisor INc TRIP
• ENERGEN EGN
• Unit Corporation UNT
• McAfee Global Technologies MGT
• Grubhub GRUB
• 58.com WUBA
• SAE Exploration SAEX
• Chipotle CMG
• Chesapeake Energy Corp. CHK
• Northern Dynasty Minerals NAK
– 5 minute presentation of your results.
– Presentation must include a graph of the efficient frontier in the (return, risk) space j – Provide excel sheet for calculations
– Provide of explanation for each step and assumptions specifically for the weight combos
Presentation
• Need to compute as many combinations of weights for these 8 companies
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