Optimization and Financial Mathematics (Minn: 9/11/2021). Optimization and Financial Mathematics (Minn: 9/11/2021).

PRIORITISE TOP TUTOR

The a-s-s-e-s-s-m-e-n-t will be 5 questions long and required JUPYTER. Please see the questions shown in the screenshot. I will send you all info after being hired, eg PPTs, student access etc. Please send a draft in 12hrs -1 day time, day 2, and day 3 as well. Will need to draft some questions to ask the teacher and revise base on feedback (Send bk ard in 1 day max)

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## Financial Management (Teresa:9/11/2021)

PRIORITISE TOP TUTOR

E–x-a-m Time: 18th November, 1pm-3.10pm (Sydney time)

Duration: 2 hrs and 10 minutesQuestion structure:

The examination will consist of 5 questions. The questions will be comparable to those covered in class; therefore, the best form of revision will be to work through lecture and tutorial questions, exercises and problems.

Topic covered: Similar to that screenshot attached

Need to Get Around XX % Or above

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## FIN317: Financing Entrepreneurships

Optimization and Financial Mathematics (Minn: 9/11/2021) ” is-the-idea-and-practice-of-hope-a-useful-or-necessary-tool-in-the-discussion-3/”>Finance Assignment Help

Week 6 Discussion

From the discussion preparation, building your business venture from the first assignment will take time and cash.

Identify the one to four levels (Seed, Series A, Series B, and Series C) of financing that you expect your company will need.

Outline a strategy for obtaining each level for your business venture.

Be sure to respond to at least one of your classmates’ posts.

[supanova_question]

## Finance Question

Estimate the Carhart 4-factor model for the Magellan fund by regressing its’ excess returns

on the four factors (note that the fund returns in the spreadsheet are NOT in excess of

the risk-free rate). Use the entire 1968-2016 sample period for this regressions.

• What does the regression suggest about the investment strategy of this fund?

• Based on the results from the 4-factor model, is this a good fund to invest in?

Perform rolling window 4-factor model regressions: In each month t (starting with the

60est month of the sample), estimate the regression using data for months t ? 59 to t.1

Produce two plots:

(a) Plot the time series of rolling-window alpha estimates, along with a rolling window

average of the excess return (not adjusted for risk; also using data for months t ? 59

to t)

(b) Plot the rolling-window beta estimates for the four factors. Put all four series in one

plot.

Interpret the development of the coe?icients with respect to the data provided about the

fund (changes of the manager, expenses,…). Do you see any connection to the facts about

the fund? Comment on the alphas. Hint: This is an open-ended question, i.e. there isn’t

one correct answer. It is su?icient to discuss a few things you notice about the relationship

between the fund’s betas and the other information you know about the fund.

1The easiest way to do this in Excel is the ’=linest()’ function. You can use linest as an array function and

have it return all slope coe?icients (betas) and the intercept (alpha) simultaneously. For estimating the 4-factor

model, select a 5×1 block of cells, type =linest() with the appropriate inputs, then press SHIFT-CTRL-ENTER.

Consulting the help page for LINEST may help.

4. In each month t, compute the average excess return on the market using data for months

t?59 to t. Denote this variable by r ?M,t. Similarly, denote the average excess return on the

Magellan Fund in months t ? 59 to t (computed in part 2a) by r ?F,t. Regress the variable

’flow’ (in column I) in month t on r ?M,t and r ?F,t using the available dates ,i.e. 1991-2016.

What does the variable ’flow’ measure? Hint: The spreadsheet contains a formulathat computes flow. Looking at this formula is helpful for the interpretation.

Interpret the two estimated slope coe?icients of your regression. Hint: Keep in mindthat this is a multivariate regression.

[supanova_question]

https://anyessayhelp.com/

Week 6 Discussion

From the discussion preparation, building your business venture from the first assignment will take time and cash.

Identify the one to four levels (Seed, Series A, Series B, and Series C) of financing that you expect your company will need.

Outline a strategy for obtaining each level for your business venture.

Be sure to respond to at least one of your classmates’ posts.

[supanova_question]

## Finance Question

Estimate the Carhart 4-factor model for the Magellan fund by regressing its’ excess returns

on the four factors (note that the fund returns in the spreadsheet are NOT in excess of

the risk-free rate). Use the entire 1968-2016 sample period for this regressions.

• What does the regression suggest about the investment strategy of this fund?

• Based on the results from the 4-factor model, is this a good fund to invest in?

Perform rolling window 4-factor model regressions: In each month t (starting with the

60est month of the sample), estimate the regression using data for months t ? 59 to t.1

Produce two plots:

(a) Plot the time series of rolling-window alpha estimates, along with a rolling window

average of the excess return (not adjusted for risk; also using data for months t ? 59

to t)

(b) Plot the rolling-window beta estimates for the four factors. Put all four series in one

plot.

Interpret the development of the coe?icients with respect to the data provided about the

fund (changes of the manager, expenses,…). Do you see any connection to the facts about

the fund? Comment on the alphas. Hint: This is an open-ended question, i.e. there isn’t

one correct answer. It is su?icient to discuss a few things you notice about the relationship

between the fund’s betas and the other information you know about the fund.

1The easiest way to do this in Excel is the ’=linest()’ function. You can use linest as an array function and

have it return all slope coe?icients (betas) and the intercept (alpha) simultaneously. For estimating the 4-factor

model, select a 5×1 block of cells, type =linest() with the appropriate inputs, then press SHIFT-CTRL-ENTER.

Consulting the help page for LINEST may help.

4. In each month t, compute the average excess return on the market using data for months

t?59 to t. Denote this variable by r ?M,t. Similarly, denote the average excess return on the

Magellan Fund in months t ? 59 to t (computed in part 2a) by r ?F,t. Regress the variable

’flow’ (in column I) in month t on r ?M,t and r ?F,t using the available dates ,i.e. 1991-2016.

What does the variable ’flow’ measure? Hint: The spreadsheet contains a formulathat computes flow. Looking at this formula is helpful for the interpretation.

Interpret the two estimated slope coe?icients of your regression. Hint: Keep in mindthat this is a multivariate regression.

[supanova_question]

https://anyessayhelp.com/

Week 6 Discussion

From the discussion preparation, building your business venture from the first assignment will take time and cash.

Identify the one to four levels (Seed, Series A, Series B, and Series C) of financing that you expect your company will need.

Outline a strategy for obtaining each level for your business venture.

Be sure to respond to at least one of your classmates’ posts.

[supanova_question]

## Finance Question

Estimate the Carhart 4-factor model for the Magellan fund by regressing its’ excess returns

on the four factors (note that the fund returns in the spreadsheet are NOT in excess of

the risk-free rate). Use the entire 1968-2016 sample period for this regressions.

• What does the regression suggest about the investment strategy of this fund?

• Based on the results from the 4-factor model, is this a good fund to invest in?

Perform rolling window 4-factor model regressions: In each month t (starting with the

60est month of the sample), estimate the regression using data for months t ? 59 to t.1

Produce two plots:

(a) Plot the time series of rolling-window alpha estimates, along with a rolling window

average of the excess return (not adjusted for risk; also using data for months t ? 59

to t)

(b) Plot the rolling-window beta estimates for the four factors. Put all four series in one

plot.

Interpret the development of the coe?icients with respect to the data provided about the

fund (changes of the manager, expenses,…). Do you see any connection to the facts about

the fund? Comment on the alphas. Hint: This is an open-ended question, i.e. there isn’t

one correct answer. It is su?icient to discuss a few things you notice about the relationship

between the fund’s betas and the other information you know about the fund.

1The easiest way to do this in Excel is the ’=linest()’ function. You can use linest as an array function and

have it return all slope coe?icients (betas) and the intercept (alpha) simultaneously. For estimating the 4-factor

model, select a 5×1 block of cells, type =linest() with the appropriate inputs, then press SHIFT-CTRL-ENTER.

Consulting the help page for LINEST may help.

4. In each month t, compute the average excess return on the market using data for months

t?59 to t. Denote this variable by r ?M,t. Similarly, denote the average excess return on the

Magellan Fund in months t ? 59 to t (computed in part 2a) by r ?F,t. Regress the variable

’flow’ (in column I) in month t on r ?M,t and r ?F,t using the available dates ,i.e. 1991-2016.

What does the variable ’flow’ measure? Hint: The spreadsheet contains a formulathat computes flow. Looking at this formula is helpful for the interpretation.

Interpret the two estimated slope coe?icients of your regression. Hint: Keep in mindthat this is a multivariate regression.

[supanova_question]

https://anyessayhelp.com/

Week 6 Discussion

From the discussion preparation, building your business venture from the first assignment will take time and cash.

Identify the one to four levels (Seed, Series A, Series B, and Series C) of financing that you expect your company will need.

Outline a strategy for obtaining each level for your business venture.

Be sure to respond to at least one of your classmates’ posts.

[supanova_question]

## Finance Question

Estimate the Carhart 4-factor model for the Magellan fund by regressing its’ excess returns

on the four factors (note that the fund returns in the spreadsheet are NOT in excess of

the risk-free rate). Use the entire 1968-2016 sample period for this regressions.

• What does the regression suggest about the investment strategy of this fund?

• Based on the results from the 4-factor model, is this a good fund to invest in?

Perform rolling window 4-factor model regressions: In each month t (starting with the

60est month of the sample), estimate the regression using data for months t ? 59 to t.1

Produce two plots:

(a) Plot the time series of rolling-window alpha estimates, along with a rolling window

average of the excess return (not adjusted for risk; also using data for months t ? 59

to t)

(b) Plot the rolling-window beta estimates for the four factors. Put all four series in one

plot.

Interpret the development of the coe?icients with respect to the data provided about the

fund (changes of the manager, expenses,…). Do you see any connection to the facts about

the fund? Comment on the alphas. Hint: This is an open-ended question, i.e. there isn’t

one correct answer. It is su?icient to discuss a few things you notice about the relationship

between the fund’s betas and the other information you know about the fund.

1The easiest way to do this in Excel is the ’=linest()’ function. You can use linest as an array function and

have it return all slope coe?icients (betas) and the intercept (alpha) simultaneously. For estimating the 4-factor

model, select a 5×1 block of cells, type =linest() with the appropriate inputs, then press SHIFT-CTRL-ENTER.

Consulting the help page for LINEST may help.

4. In each month t, compute the average excess return on the market using data for months

t?59 to t. Denote this variable by r ?M,t. Similarly, denote the average excess return on the

Magellan Fund in months t ? 59 to t (computed in part 2a) by r ?F,t. Regress the variable

’flow’ (in column I) in month t on r ?M,t and r ?F,t using the available dates ,i.e. 1991-2016.

What does the variable ’flow’ measure? Hint: The spreadsheet contains a formulathat computes flow. Looking at this formula is helpful for the interpretation.

Interpret the two estimated slope coe?icients of your regression. Hint: Keep in mindthat this is a multivariate regression.

[supanova_question]

Optimization and Financial Mathematics (Minn: 9/11/2021)

Optimization and Financial Mathematics (Minn: 9/11/2021)