# azat

## Programming Reference in Eviews

Table of Contents Commands Functions Object Views and Procs Object Data Members Commands Functions Object Views and Procs Object Data Members

## A Quick Review on Different Asset Pricing Models

Table of Contents Intro CAPM (Capital Asset Pricing Model) Fama-French 3-Factor Model Momentum and Contrarian Effects 4. Fama-French-Carhart 4-Factor Model Intro Talking about any history is like talking about investment ( or trading, whatever), people used to prove that they…

## A Preview of Asset Pricing Theory

Table of Contents Basic Asset Pricing Formula Classic Issue Risk free rate Excess return Present values Classic Issue in Finance Risk Premiums Consumption + Risk Premium Risk Premiums & Betas Mean Variance Frontier and Roll Theorem What is asset pricing…

## Markowitz Model and Modern Portfolio Theory – Explained [YTNote]

Table of Contents This is a Youtube video Note. MPT first by Markowitz. Markowitz suggested that the asset’s volatility was a good metric to use to assess total risk. In other words, the more volatile an asset’s price, the more…

## FE 522 Part 4 Monte Carlo Simulation: Basics

Table of Contents Intro Motivation Intro Monte Carlo Simulation is a mathematical technique that allows you to account for risk in quantitative analysis and decision making. It provides a range of possible outcomes and the probabilities they will occur for…

## FE514 Week1: The Financial System and Firm Value

Table of Contents Quick Intro 1. The Financial System Key Terminologies: 2. Goals of the Corporation Key Terminologies: 3. Determinants of Value Key Terminologies: 4. Modifying Accounting Data for Managerial Decisions: EVA, MVA, FCFs Key Terminologies: 5. Components of Risk…

## FE 514 Introduction to Corporate Finance

Table of Contents Introduction By Topics I. FINANCIAL ANALYSIS AND PLANNING II. FINANCING DECISIONS III. LONG-TERM FINANCING IV. VALUATION V. INVESTMENT ANALYSIS Introduction 1. Corporate Finance Basics a. Definition: Corporate finance deals with how businesses manage their financial resources and…

## FE 522 Part 3 Statistical Analysis of Financial Data

Table of Contents Time Series Modeling Auto-correlation Function Sample Auto-correlation Function Example for Generated Data Another Example of Generated Data: ARIMA Using ARIMA modeling on an example Definition of the Process Definition of the Process Forecasts The forecast() Function: How…

## Accounting for Finance: The Statement of Cash Flows

Table of Contents The End Game with Cash Flows Revisiting the Cash Flow Statement 1. Cash flows from Operations The Working Capital Effect? 2. Cash Flows from Investing Operating or Non-operating Assets 3. Cash flows from Financing Debt Cash Flows…