|
Factor Sensitivities, Factor Surpise and Factor Return
|
|
0
|
1447
|
November 24, 2019
|
|
PE Ratio
|
|
2
|
1770
|
November 15, 2019
|
|
Optimal level of active risk
|
|
5
|
4234
|
October 28, 2019
|
|
Pegged order
|
|
0
|
1637
|
October 27, 2019
|
|
Asset Allocation and Security Selection
|
|
8
|
2433
|
October 26, 2019
|
|
Trading - Effective Spread
|
|
0
|
1616
|
October 26, 2019
|
|
Grinold Rule
|
|
1
|
2423
|
October 24, 2019
|
|
Risk Free Rate and GDP growth and GDP Volatility
|
|
1
|
2495
|
October 23, 2019
|
|
Risk Premium and Marginal Utility of Future Consumption
|
|
1
|
2747
|
October 23, 2019
|
|
Sharpe Ratio of an Actively Managed Portfolio
|
|
3
|
1805
|
October 23, 2019
|
|
Aggressiveness of Active Weights
|
|
3
|
2774
|
October 23, 2019
|
|
Sharpe Ratio
|
|
1
|
1510
|
October 23, 2019
|
|
Yield Curve
|
|
1
|
1881
|
October 21, 2019
|
|
Active Management - Constructing Optimal Portfolios
|
|
5
|
1500
|
October 20, 2019
|
|
Value at Risk and Correlation
|
|
5
|
1349
|
October 18, 2019
|
|
Delta
|
|
3
|
1265
|
October 17, 2019
|
|
Factor Model
|
|
1
|
1200
|
October 15, 2019
|
|
Effect of Inflation and GDP growth
|
|
1
|
1177
|
October 14, 2019
|
|
Information Ratio
|
|
1
|
1248
|
October 13, 2019
|
|
APT - under/overvalued portfolios
|
|
3
|
1159
|
October 11, 2019
|
|
VAR- LookBack Period
|
|
4
|
2546
|
October 11, 2019
|
|
VAR Monte Carlo Simulation
|
|
1
|
1204
|
October 7, 2019
|
|
Risk free rate and the inter temporal rate of substitution
|
|
1
|
1834
|
October 7, 2019
|
|
Inter temporal rate of substitution vs. Volatility of GDP growth
|
|
5
|
1211
|
October 6, 2019
|
|
Active risk squared
|
|
3
|
1415
|
September 30, 2019
|
|
Active Risk Decomposition
|
|
0
|
1294
|
September 30, 2019
|
|
active return's components
|
|
0
|
1196
|
September 29, 2019
|
|
Why is there negative covariance between future bond price and intertemporal rate of substitition?
|
|
2
|
1757
|
June 11, 2019
|
|
PM Qbank: Matthew Spencer Case Scenario
|
|
1
|
1703
|
June 8, 2019
|
|
Reading 47 - CFAI EOC question #11
|
|
1
|
1018
|
June 5, 2019
|