Does anyone know if Treynor-Black Model will be tested in coming CFA level 2 examination (June 2014) ? I have done some past year mock papers and many of the questions asked about Treynor-Black Model (under the Portfolio Management Topic) But my CFA level 2 curriculum does not seems to mention anything about Treynor-Black…
Treynor Black model is a part of the Level 2 Curriculum of Portfolio Management.
I don’t recall seeing the Treynor Black Model in 2014’s CFAI books. Feel free to prove me wrong but I believe the model was removed when Reading “The Theory of Active Portfolio Management” was removed?
WTF!! You are a prep provider and not even aware of the contents of the curriculum.
OP
No Treynor Black stuff anymore . The only reference to Black is in respect of The Black Scholes Merton model in derivatives.
I have fond memories of being completely F-d by the Treynor-Black model question in PM on the L2 exam. It is a pity that the young Padawani of CFAI are no longer subjected to that particular ordeal.
Well, thank you, gotta love the efficiency. I’ve never been exposed to your review courses, but now know never to recommend them.
+100