Hi,When two companies want to merge they make an announcement about the deal. What about when the deal is unsuccessful and they want to withdraw it. DO they make an announcement about it? if so, where can I find the date of the announcement of the withdrawl (is it filed somewhere?)Best

Hi,does any one have an excel file that shows step by step how to build the efficient frontier,select the optimal portfolio, and the weights of securities in that portfolio?BestJ

in real life, what is the ditribution of stock and bond returns that we ususally observe? Also, is the distribution of short term and long term returns different?

<t>Hi,Assume I want to build a portfolio and I am a moderate risk averse investor. How can I step by step build this portfolio. Am I supposed to build the efficient frontier and take the tangent with the risk free asset then choose the point on the CAL that corrresponds to my utility function? I fee...

I am trying to figure out a good article that explains what is happening in the market now as well as the impact of government intervention on theUS market. Can you recommend any?

<t>when you use the risk free security you are on the Capital market line (CML) line which is the relationship between variance and expected return. the tangent portfolio is the market portfolio , which means you are holding only two assets (the riskty market portfolio and the risk free asset: the s...

<t>Hi,when I read investment books I see them covering efficient frontier then jumping to CAPM. the link between the two is still unclear to me although I know that diversification eliminayes the unsystematic and leave the systematic. Should we invest according to our utility functions and the CML l...

<r>I was trying to obtain the HML and SMB factors from French's data library for UK and Japan <URL url="http://mba.tuck.dartmouth.edu/pages/faculty/ken.french/Data_Library/int_country_port_formed.html"><LINK_TEXT text="http://mba.tuck.dartmouth.edu/pages/fac ... ormed.html">http://mba.tuck.dartmouth...

I am wondering if there are books that would explain to you how you might motivate your students in finance classes. Anecdotes, tricks, and strategies about teaching certain topics would be very interesting to me as I am new in teaching and such material would boost my confidence.

<t>Hi,I have a small sample of 96 observations. I developed an empirical model with 4 independent variables to explain the independent variables and the results make sense. A referee asked me to add additional 9 variables to the model to test the robustness of the model. The results no longer make s...

For regressions we usually test for multicollinearity, heteroscedasticity, cointegration etc... if I am having a Garch(1,1) model r there specifics tests that i need to conduct to make sure that the model works wellJ

<t>Hi,I am trying to test the impact of an event on stock returns. I wrote:To test for the abnormal return, we could use the event study methodology: AR=r-E(r); where AR , r, and E(r) are the abnormal, actual, and expected normal returns respectively for time period t. The expected normal return cou...

Hi,is their any effect of diversification on duration and value at risk or the topics are not related?JF

<t>Hi,The continuous time forward rate could be written as:f(m,n)= n*s(0,n)-m*s(0,m)/(n-m)where f is the forward rate between time m and n, s(0,n) is the spot rate with maturity n and s(0,m) is the spot rate with maturity m.I am a little bit confused about the formula, if I want to bring a payment b...

<t>Hi,I am trying to apply matlab to get the prices of convertible bonds using Tsiveriotis - Fernandes approach. I have a problem figuring out whether the interest rates used to discount the cash flow of the risk bond are before or after default interest rates. Matlab doesn't ask me about the recove...