Musings on Markets

JANUARY 11, 2024

The six classes that I prepped for in those two years ranged from banking to investments to corporate finance, and while I have never worked harder, much of what I teach today came out of those classes. In 1984, I moved on to the University of California at Berkeley, as a visiting lecturer, teaching anything that needed to be taught.

Corporate Finance 128

Corporate Finance Finance Start-ups Dividends 128

Andrew Stolz

AUGUST 6, 2020

The portfolio return variance is calculated by multiplying the squared weight of each asset by its variance and adding two times the weight of each asset multiplied by the covariance of the asset pair. The covariance of the assets is sqrt(0.3)*sqrt(0.2) The portfolio standard deviation is the square root of the portfolio variance.

Beta 52

Beta Covariance Systematic Risk Marketability 52

Musings on Markets

DECEMBER 21, 2022

Starting in late January 2023, I will be back in the classroom, teaching valuation and corporate finance to the MBAs and valuation to the undergraduates, and these classes will continue through May 2023.

Corporate Finance 89

Corporate Finance Finance Start-ups Marketability 89