New formula i have learnt today 2 weeks before exam!
Add new asset to portifolio if:
Sharpe Asset > Sharpe Port x corr(a,p)
From CFA Mock 2014.
New formula i have learnt today 2 weeks before exam!
Add new asset to portifolio if:
Sharpe Asset > Sharpe Port x corr(a,p)
From CFA Mock 2014.
Nice formula
That being said, it is in the curriculum so should not come as a surprise! (But hey, who can remember it all? Except for rahul roy ofcourse)
It’s not in Schweser … I think I saw it in CFAI EOC
I have also learn a new formula P/E = 1/ (rho+(1-Lambda) Inflation)
I also learned this recently. It wasn’t in Schweser.
What is this one? never seen it in CFA mock exams.
It is in the Elan notes…