The EMBI Investor Harvard Case Solution & Analysis

It uses the Capital Asset Pricing Model (CAPM) to introduce some fundamental features of data and finance and gifts how these two features, the monetary as well as the statistical, may be combined. This cultivates interest in statistical instruments through their use in fiscal investigation. The goals of the case are: (a) to introduce the notions of the regression line as well as the correlation and (b) to exemplify these theories through their use to a well known financial model. As a result, the equation functions as a tool to present the straightforward linear regression model in addition to basic statistical measures, like correlation coefficient, means, standard deviation as well as the R-squared statistic. Predicated on the yields of bonds indexes, readers/students can familiarize themselves with statistical terms like mean and standard deviation, volatility and danger and, in connection, the thoughts of expected return. This dependence, together with the correlation and the squared correlation (R-squared stat), are also described. This case needs a similar open source spreadsheet program or fundamental knowledge of Excel. It's presumed that computations will undoubtedly be performed using conventional spreadsheet functions as well as the information is provided in an Excel file (embi-data.xls).

The EMBI Investor case study solution

PUBLICATION DATE: January 10, 2013 PRODUCT #: IES494-PDF-ENG

This is just an excerpt. This case is about LEADERSHIP & MANAGING PEOPLE

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