{"id":19986,"date":"2023-05-16T11:46:15","date_gmt":"2023-05-16T11:46:15","guid":{"rendered":"https:\/\/www.goodacademic.com\/blog\/questions\/choose-5-risky-assets-and-give-reasons-for-your-choice-download-historical-price-information-from-yahoo-finance-use-adjusted-close-prices-for-the-basis-of-the-computation\/"},"modified":"2023-05-16T11:46:15","modified_gmt":"2023-05-16T11:46:15","slug":"choose-5-risky-assets-and-give-reasons-for-your-choice-download-historical-price-information-from-yahoo-finance-use-adjusted-close-prices-for-the-basis-of-the-computation","status":"publish","type":"questions","link":"https:\/\/www.goodacademic.com\/blog\/questions\/choose-5-risky-assets-and-give-reasons-for-your-choice-download-historical-price-information-from-yahoo-finance-use-adjusted-close-prices-for-the-basis-of-the-computation\/","title":{"rendered":"Choose 5 risky assets and give reasons for your choice. Download historical price information from Yahoo Finance (use \u2018adjusted close\u2019 prices for the basis of the computation)."},"content":{"rendered":"

Choose 5 risky assets and give reasons for your
\nchoice. Download historical price information from Yahoo Finance (use \u2018adjusted
\nclose\u2019 prices for the basis of the computation).<\/span><\/p>\n

\u00b7      
\n<\/span><\/span><\/span>Plot
\nthe daily share prices and daily returns for each individual asset;<\/span><\/p>\n

\u00b7      
\n<\/span><\/span><\/span>Compute
\nthe sample mean, variance, and standard deviation of the logarithmic or linear
\nreturns of these shares (in annual terms); <\/span><\/p>\n

\u00b7      
\n<\/span><\/span><\/span>Compute
\nthe corresponding variance-covariance matrix V for the returns;<\/span><\/p>\n

\u00b7      
\n<\/span><\/span><\/span>Perform
\nlinear regression on your data using an appropriate index as proxy for the
\nmarket portfolio, and find the alpha, beta, and noise coefficients; <\/span><\/p>\n

\u00b7      
\n<\/span><\/span><\/span>Perform
\nthe two graphical tests suggested in the lecture notes (compute histograms and
\nscatter plots of the returns for appropriately chosen times) to assess whether
\nreturns are indeed (at least approximately) market invariants. Discuss your
\nfindings;<\/span><\/p>\n","protected":false},"excerpt":{"rendered":"

Choose 5 risky assets and give reasons for your choice. Download historical price information from Yahoo Finance (use \u2018adjusted close\u2019 prices for the basis of the computation). \u00b7       Plot the daily share prices and daily returns for each individual asset; \u00b7       Compute the sample mean, variance, and standard deviation of the logarithmic or linear returns […]<\/p>\n","protected":false},"author":3,"featured_media":0,"comment_status":"open","ping_status":"closed","template":"","meta":[],"disciplines":[706],"paper_types":[],"tagged":[],"aioseo_notices":[],"_links":{"self":[{"href":"https:\/\/www.goodacademic.com\/blog\/wp-json\/wp\/v2\/questions\/19986"}],"collection":[{"href":"https:\/\/www.goodacademic.com\/blog\/wp-json\/wp\/v2\/questions"}],"about":[{"href":"https:\/\/www.goodacademic.com\/blog\/wp-json\/wp\/v2\/types\/questions"}],"author":[{"embeddable":true,"href":"https:\/\/www.goodacademic.com\/blog\/wp-json\/wp\/v2\/users\/3"}],"replies":[{"embeddable":true,"href":"https:\/\/www.goodacademic.com\/blog\/wp-json\/wp\/v2\/comments?post=19986"}],"version-history":[{"count":0,"href":"https:\/\/www.goodacademic.com\/blog\/wp-json\/wp\/v2\/questions\/19986\/revisions"}],"wp:attachment":[{"href":"https:\/\/www.goodacademic.com\/blog\/wp-json\/wp\/v2\/media?parent=19986"}],"wp:term":[{"taxonomy":"disciplines","embeddable":true,"href":"https:\/\/www.goodacademic.com\/blog\/wp-json\/wp\/v2\/disciplines?post=19986"},{"taxonomy":"paper_types","embeddable":true,"href":"https:\/\/www.goodacademic.com\/blog\/wp-json\/wp\/v2\/paper_types?post=19986"},{"taxonomy":"tagged","embeddable":true,"href":"https:\/\/www.goodacademic.com\/blog\/wp-json\/wp\/v2\/tagged?post=19986"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}