Does anyone know where I can find the CFA readings for Part A&B of the question (Equity - Sharpe style weights to determine active management and style drift)? Thanks.
Sorry, I meant 2007. Does anyone know where I can find the CFA readings for Part A&B of the question (Equity - Sharpe style weights to determine active management and style drift)? Thanks.
It’s part of the Returns-Based Style Analysis reading, LOS 32j… don’t think they call them Sharpe Style Weights anymore, but you should know how to interpret.