Business College

FINC 6366: Portfolio Covariance and Correlation and Insurance Risk Assessment

FINC 6366 quantitative risk pack. Project 2 is a worked Excel model of expected returns, standard deviations, covariance and correlation for six stocks across growth/status-quo/recession states, plus three 50/50 portfolios. Project 1 is a risk-assessment problem set: loss distributions and expected loss for a car-rental fleet, claim frequency and severity for an insurer, convolution to average loss, and pooling of independent fire losses.

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7 lessons
3 summaries
2 decks
2 tests

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Study plans & video lessons

Preview of Study Outline: Covariance Workbook from Scenario Inputs to Portfolio Output Interpretation

Study Outline: Covariance Workbook from Scenario Inputs to Portfolio Output Interpretation Study the covariance workbook by progressing from scenario data and individual stock measures to interpreting the reported portfolio covariance, correlation, return, and risk outputs. 7 lessons 170 min

Summaries

Read the workbook structure and scenario dataFrom: Copy of FINC_6366_Project_2_Covariance_and_Correlation Reading the Portfolio Pair Outputs in the Covariance WorkbookFrom: Copy of FINC_6366_Project_2_Covariance_and_Correlation Portfolio Covariance and Correlation: Core Workbook ConceptsFrom: Copy of FINC_6366_Project_2_Covariance_and_Correlation

Flashcard decks

Covariance Workbook Flashcards: Portfolio Pairs AB, CD, and EF12 cards Covariance Workbook Flashcards: Core Inputs and Stock Measures10 cards

Practice tests

Practice Test: Portfolio Pair Outputs in the Covariance Workbook9 questions · pass 50% Practice Test: Covariance Workbook Fundamentals9 questions · pass 50%