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Risk Premium Project Phase III: Final Report Casualty Actuarial Society Meeting Colorado Springs, CO, May 17, 2004 Copyright 2004, J. David Cummins and Richard D. Phillips,…

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FINANCE IN A CANADIAN SETTING Sixth Canadian Edition Lusztig, Cleary, Schwab CHAPTER EIGHT CAPITAL MARKET THEORY Learning Objectives 1. Explain the role of risk-free assets…

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Portfolio Management 3-228-07 Albert Lee Chun Lecture 11 Evaluation of Portfolio Performance 2 Dec 2008 Albert Lee Chun Portfolio Management Introduction As portfolio managers,…

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Chapter Eleven Return, Risk and the Security Market Line Chapter Organisation 11.1 Expected Returns and Variances 11.2 Portfolios 11.3 Announcements, Surprises and Expected…