Foti Grigoris

Foti Grigoris

Assistant Professor of Finance at the Tippie College of Business at The University of Iowa. You can find my CV here.

Additional materials for FIN 3200: Investment Management.

  • Diversification and the Mean-Variance Frontier — An interactive visualization illustrating how adding uncorrelated assets expands the mean-variance frontier, while adding highly correlated assets does not.
  • Bond Price–Yield Convexity Visualizer — An interactive tool for exploring how a bond's price responds to changes in yield to maturity. Adjust coupon rate, maturity, and coupon frequency to see the price-yield curve shift, and watch the cash-flow timeline update in real time. Covers the premium/discount/par distinction and the curvature (convexity) of the price-yield relationship.
  • Duration and Convexity Approximation Explorer — An interactive tool that compares the true bond price after a yield shock against the duration-only (linear) approximation and the duration-plus-convexity (second-order) approximation. Displays Macaulay duration, modified duration, convexity, and approximation errors in dollars and percent for any yield shock from −300 to +300 basis points.
  • Monte Carlo Portfolio Simulator — An interactive simulator that generates thousands of randomly weighted portfolios and plots each one on a risk–return scatterplot, colored by Sharpe ratio. Students can configure asset expected returns, volatilities, and pairwise correlations; and observe the minimum-variance portfolio, tangency portfolio, and Capital Allocation Line emerge from the simulation cloud.
  • CAPM and Security Market Line Visualizer — An interactive tool for exploring how the Capital Asset Pricing Model links expected returns to beta. Students can adjust the risk-free rate, expected market return, and asset beta, then see the implied required return on the Security Market Line. The tool highlights whether an asset appears underpriced, overpriced, or fairly priced based on its expected return relative to the CAPM benchmark.
  • Two-Asset Portfolio Risk Decomposition — An interactive calculator showing how two risky assets combine into a portfolio. Students can adjust asset weights, expected returns, volatilities, and correlation, then see the portfolio's expected return, variance, standard deviation, and covariance contribution update in real time. The tool emphasizes why portfolio risk is not simply the weighted average of individual asset risks.
  • Bond Duration Cash-Flow Visualizer — An interactive visualization showing Macaulay duration as the present-value-weighted average timing of a bond's cash flows. Students can adjust coupon rate, yield, maturity, and coupon frequency to see how the cash-flow weights shift over time and why duration differs from maturity for coupon bonds.
  • Capital Allocation Line Explorer — An interactive tool showing how investors combine a risk-free asset with risky portfolios. Students can adjust the risk-free rate and risky portfolio choices to see how the Capital Allocation Line changes, why the tangency portfolio is optimal, and how different risk preferences lead investors to choose different points along the same line.
  • Options Payoff Diagram Builder — An interactive payoff-diagram tool for calls, puts, stock positions, and simple option strategies. Students can build long calls, long puts, covered calls, protective puts, straddles, and spreads, then compare payoff and profit diagrams across stock prices at expiration.
  • Short Selling and Margin Call Simulator — An interactive simulator showing how short sales, margin requirements, and margin calls work. Students can adjust the initial stock price, future stock price, number of shares, and margin requirements to see how short-sale profits, account equity, and margin percentages change as the stock price moves.
  • Yield Curve and Forward Rate Explorer — An interactive tool for exploring the relationship between spot rates, discount factors, forward rates, and bond prices. Students can adjust the term structure of interest rates and see how zero-coupon prices, coupon-bond prices, and implied forward rates respond.
  • Bond Immunization Visualizer — An interactive tool showing how duration matching can help immunize a future liability against interest-rate changes. Students can choose a target liability horizon, adjust bond characteristics, and see how price risk and reinvestment risk offset each other when duration is matched to the investment horizon.
  • Mutual Fund Performance Evaluation Dashboard — An interactive dashboard for comparing investment performance using risk-adjusted measures. Students can adjust fund returns, market returns, beta, volatility, tracking error, and the risk-free rate to see how Sharpe ratio, Treynor ratio, Jensen's alpha, and information ratio evaluate performance differently.