Any part with a single asterisk (*) is for extra credit; any part with a double asterisk (**) will not be graded and only serves as food for thought. For all questions involving coding, you are free to use existing codes and spreadsheet models for the numerical examples in notes/slides; you can choose either VBA …
FIT1013 Digital Futures: IT for Business Assignment 2 (total mark: 100 marks, final mark: 20%) Submission Deadline: 13th October @5pm The MoveFast Company A VBA Programming Task in Excel (Maximum of 3 students) Submission Requirements: • Submission must be made by the due date otherwise a penalty of 10% reduction in the marks gained per …
City University of Hong Kong Department of Economics and Finance Course EF5213 Assignment #3 ( due March 19, 2023 ) 1. Consider the MVO problem that determines the optimal portfolio content w and w0 by minimizing the portfolio risk as minimize 1 wT w 2 subject to wT w0 0 p , uTw …
City University of Hong Kong Department of Economics and Finance Course EF5213 Assignment #1 ( due February 5, 2023) 1. In the Exponentially weighted moving average model (EWMA), future variance is a weighted average of its immediate past estimation and the most recent observation of squared residual of price return. It follows an iteration equation …