Apt

Front 1

No arbitrage versus equlibrium models

Back 1

6covwre

Front 2

Covered interest rate parity

Back 2

7

Front 3

Show the assumption of no idiosyntracratic risk

Back 3

12

Front 4

Get CAPM using APT

Back 4

17

Front 5

Mention the three different type of factors and examples

Back 5

20

Front 6

Why does macroeconomic factors make sense?

Back 6

22

Front 7

Chen, Roll and Ross

Back 7

23-25

Front 8

Advantages and disadvantages

Back 8

24

Front 9

Factor mimicking portfolio

Back 9

26

Front 10

Fama and French three-Factor model

Back 10

27

Front 11

What did they do?

Back 11

28-29+31

Front 12

Correlation between the three

Back 12

29

Front 13

What does it show?

Back 13

32-34

Front 14

Explanations for size and value factors

Back 14

37

Front 15

Momentum strategy

Back 15

38

Front 16

What did they do?

Back 16

51

Front 17

What did they find?

Back 17

52-55

Front 18

Explanations of the negative covariance between value and momentum

Back 18

53

Front 19

What does Jagadeesh and Titman do? And find?

Back 19

38-39

Front 20

Momentum and EMH

Back 20

40

Front 21

Are momentum returns compensation for systematic risk?

Back 21

41

Front 22

Show this

Back 22

41

Front 23

Momentum and correlation

Back 23

42

Front 24

What does it show?

Back 24

42-43

Front 25

Momentum factor

Back 25

45

Front 26

Compare the Four different strategies

Back 26

46

Front 27

What does Asnesd, Moskowitz and Pedersen investigate?

Back 27

50

Front 28

Momentum strategy

Back 28

38

Front 29

What did they do?

Back 29

51

Front 30

What did they find?

Back 30

52-55

Front 31

Explanations of the negative covariance between value and momentum

Back 31

53

Front 32

Carry Trade strategy

Back 32

60

Front 33

What does Jagadeesh and Titman do? And find?

Back 33

38-39

Front 34

Momentum and EMH

Back 34

40

Front 35

Are momentum returns compensation for systematic risk?

Back 35

41

Front 36

Show this

Back 36

41

Front 37

Momentum and correlation

Back 37

42

Front 38

What does it show?

Back 38

42-43

Front 39

Momentum factor

Back 39

45

Front 40

Compare the Four different strategies

Back 40

46

Front 41

What does Asnesd, Moskowitz and Pedersen investigate?

Back 41

50

Front 42

Momentum strategy

Back 42

38

Front 43

What did they do?

Back 43

51

Front 44

What did they find?

Back 44

52-55

Front 45

Explanations of the negative covariance between value and momentum

Back 45

53

Front 46

Carry Trade strategy

Back 46

60

Front 47

Currency excess return

Back 47

60

Front 48

What does Jagadeesh and Titman do? And find?

Back 48

38-39

Front 49

Momentum and EMH

Back 49

40

Front 50

Are momentum returns compensation for systematic risk?

Back 50

41

Front 51

Show this

Back 51

41

Front 52

Momentum and correlation

Back 52

42

Front 53

What does it show?

Back 53

42-43

Front 54

Momentum factor

Back 54

45

Front 55

Compare the Four different strategies

Back 55

46

Front 56

What does Asnesd, Moskowitz and Pedersen investigate?

Back 56

50

Front 57

Diversified carry Trade strategy

Back 57

60

Front 58

Currency momentum strategy

Back 58

61

Front 59

Diversified monentum Trade strategy

Back 59

61

Front 60

How do these currency strategiens perform

Back 60

63

Front 61

Can standard Asset Pricing models explain this?

Back 61

64

Front 62

Currency based risk factors

Back 62

66

Front 63

Economic based explanations

Back 63

68

Front 64

Show forward premium app equal interest rates

Back 64

56

Front 65

UIP

Back 65

57

Front 66

International Fisher Hypothesis

Back 66

57

Front 67

Unbiasedness hypothesis

Back 67

58

Front 68

How does it fare?

Back 68

58