MA3908 course notes

Below are links to the course notes for MA3908 for the current academic year

Lectures

• Decision trees
• Payoff tables
• LP formulation
• LP solution
• Integer programming
• Investment preliminaries
• Markowitz introduction
• Markowitz portfolio optimisation - general case and capital market line
• Covariance matrix calculation
• Cardinality constrained portfolio optimisation
• Index tracking
• Index tracking - building on the basic Excel model
• Enhanced indexation

Seminars (tutorials)

• Decision trees seminar/pc lab session: question answer
• Payoff tables example questions
• LP formulation example questions
• LP seminar/pc lab session
• Integer programming seminar/pc lab session: question answer
• Markowitz seminar/pc lab session
• Markowitz CCEF seminar/pc lab session
• Index tracking seminar/pc lab session

Examinations and class tests

The class tests and model answers are available below:

• academic year 2009-2010
• academic year 2010-2011
• academic year 2011-2012

The examination papers and model answers are available below:

• academic year 2009-2010 examination paper model answers
• academic year 2010-2011 examination paper model answers
• academic year 2011-2012 examination paper model answers

J E Beasley