Believe it or not, I went through most the papers I was supposed to go through for my first meeting with my supervisor only this morning. Around 5 hours before the appointed time. That's the level of my laziness now (I call it post-exam trauma). Luckily, I survived after following him round the dept in search of empty room for our next group meeting and having a cup of tea at his insistence in the staff lounge.
To get into business, I think I might finally have a dissertation title. Quite a departure from the original idea. Now he is looking for "intellectual sketch", whatever that means. So, my works for these next few days are to try to solve Shin's model of two assets (in which he said a copy will be given to Dr. Rocket-Science-with-monotonous-tone to have a look and I am to send him a copy of my answer, darn) and to come up with a plan for my proposal to be presented on Thursday. The main theme is to analyse the difference between two very different models between Shin's marking-to-market problem and Foster & Young's faking alpha model. My contribution could be to find the link or the evidence supportive of either one model to tip the balance.
So, let's start sketching intellectually!
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