|
Active Share (+ Idiosyncratic Risks)
|
|
2
|
1352
|
November 27, 2020
|
|
Question about overallotment (greenshoe)
|
|
0
|
1482
|
November 16, 2020
|
|
ERP - Different x'change rates
|
|
0
|
1423
|
September 28, 2020
|
|
Should TSR equal ROE over time?
|
|
0
|
1626
|
August 19, 2020
|
|
Question on Active Share
|
|
16
|
3498
|
August 2, 2020
|
|
Active Share & Active Risk
|
|
4
|
3234
|
July 31, 2020
|
|
Issues of Scale - Example 7 - Reading 25
|
|
6
|
2292
|
July 31, 2020
|
|
Demand Liquidity vs. provide liquidity - Reading 22
|
|
3
|
2279
|
July 23, 2020
|
|
Active risk between high correlation pair trade and low correlation pair trade
|
|
4
|
4925
|
May 31, 2020
|
|
Reading 25 EOC 15th Question (Discretionary Bottom-up)
|
|
1
|
1922
|
May 25, 2020
|
|
pairs trade
|
|
5
|
2611
|
May 19, 2020
|
|
Equity RD 25 Vol 4 page 494
|
|
0
|
1453
|
May 15, 2020
|
|
Equity rewarded factor calculation
|
|
3
|
2149
|
April 26, 2020
|
|
Justified P/E ratio
|
|
12
|
16226
|
April 21, 2020
|
|
Distinguish between different portfolio management approach
|
|
1
|
1848
|
April 19, 2020
|
|
past exams - relevance of question
|
|
1
|
1909
|
February 24, 2020
|
|
Reading 24, EOC question 17, rebalancing
|
|
0
|
1812
|
February 23, 2020
|
|
Factor that makes a negative contribution to total portfolio variance
|
|
1
|
1767
|
February 8, 2020
|
|
How to compute a Beta - regression
|
|
10
|
2748
|
January 23, 2020
|
|
Active risk
|
|
0
|
2103
|
January 13, 2020
|
|
equity recap: rebalancing
|
|
3
|
1855
|
January 11, 2020
|
|
How to calculate VAV indexA?
|
|
0
|
1566
|
January 6, 2020
|
|
Equity
|
|
3
|
1398
|
December 26, 2019
|
|
reading 25: equity: how AUM, size, liquidity, turnover affect portfolio construction
|
|
0
|
1352
|
December 19, 2019
|
|
Equity L3 2020 Active equity strategies
|
|
0
|
1227
|
November 30, 2019
|
|
Equity reading 22
|
|
0
|
1388
|
October 12, 2019
|
|
Long & Short = market neutral?
|
|
8
|
1763
|
September 15, 2019
|
|
Relative/Active Risk Attribution
|
|
4
|
2560
|
September 3, 2019
|
|
Contribution to Portfolio Variance
|
|
6
|
8939
|
June 13, 2019
|
|
Style Factors - Schweser PM Exam 1 Book 2
|
|
1
|
1222
|
June 9, 2019
|