Formulas to Remember PDF

Mean-Variance Optimization 1. Expected Return: 2. Variance of Return: 3. Standard Deviation: 4. Covariance: 5. Correlation: 6. Expected Portfolio Return: 7. Variance of Portfolio Return: 8. Utility of Return: 9. Optimal Weights on Risky Asset: 10. Sharpe Ratio: 11. Covariance between Portf...

Mean-Variance Optimization 1. Expected Return: 2. Variance of Return: 3. Standard Deviation: 4. Covariance: 5. Correlation: 6. Expected Portfolio Return: 7. Variance of Portfolio Return: 8. Utility of Return: 9. Optimal Weights on Risky Asset: 10. Sharpe Ratio: 11. Covariance between Portfolios A and B: 12. Optimal Weights on Risky Assets: 13. Tangency Portfolio Weights: CAPM 14. CAPM Equation: 15. CAPM Anomaly (Alpha): 16. Unlevered Beta: Multi-Factor Models 17. Arbitrage Pricing Theory (APT): 18. Fama-French 3-Factor Model: Performance Evaluation 19. Information Ratio: Fixed Income 20. Bond Price: 21. Duration: 22. Portfolio Duration: 23. Expectation Hypothesis: Of course! Here are the explanations of the symbols wrapped in ` ` for easy conversion: Explanation of Symbols (LaTeX Format) - Expected return: - Probability of state \( s \): - Return in state \( s \): - Variance of return \( r \): - Covariance between returns \( r_i \) and \( r_j \): - Correlation between returns \( r_i \) and \( r_j \): - Weights of assets \( i \) and \( j \) in the portfolio: - Utility of return \( r \): - Risk aversion parameter: - Excess return: - Covariance matrix: - Risk-free rate: - Beta of asset \( i \): - Risk premium for factor \( k \): - Information Ratio: - Bond price: - Spot rate for maturity \( \tau \): - Duration: - Face value of the bond: - Time indices: - Weights in portfolios A and B: - Alpha (excess return not explained by CAPM): - Standard deviation: - Tracking error for portfolio A: These are now formatted in a way that should work well with the Auto-LaTeX Equations tool in Google Docs for easy rendering into images. Let me know if there's anything else you need help with!