AM Topics and Weights

Anyone have a list of the AM topics and weights? I think there were 11 questions. I think I can start with… 1.) IPS - 24 2.) IPS - ? 3.) WACC - 10? 4.) Grinold - ? 5.) Economics/Taylor Rule - 10? 6.) Portfolio Management with 5 portfolios - 10? 7.) ??? 8.) Hedge fund benchmarks - 9.) Port Rebalancing (CPPI) - 18? 10.) Derivatives - 18? 11.) Portfolio (treynor, sharpe, etc) - 19? I feel like I grouped things together though, does anyone have any insight or help?

pretty sure wacc was 11 pts

Wasn’t #2 just the 3 question template refering to the futureof #1? If so then 9 pts for #2

  1. was 6 points
  1. was 18 pts. and 9) and 10) were more like 15 and 16 i think.
  1. was 18 pts. and 9) and 10) were more like 15 and 16 i think.

economics was 19 points (GK 6, taylor 5, and the four factors for econ growth 8 points), performance presentation (last one) was 18. Individuals was 33, the “implied things” (that one was 9 points) how about institutionals?

1: 24 - individual 2 :11 - individual after 10 years 3: 24 - Firm vs foundation 4: 11 - WACC Thats for sure. I was surprised becuase I thought 1+2 and 3+4 would be 36 each.

do you remember how you answered the liquidity/time-horizon constraint for the foundation?

pretty sure #1 was 26, #2 was 9, #3 was 26, WACC question was 11, Grinold was part of Economics/Taylor Rule Hedgefund benchmarks were part of the same question as CPPI

  1. was 26 points WACC 11 points

Was it something like this? 1 IPS individual 24 2 Implied assets liabilities 9 3 IPS - Institutional 24 4 Pension beta 11 5 Asset allocation 10 6 Gringold/Economics 19 7 Equity - sampling etc… 18 8 RM 16 9 Alternatives/Derivatives - currency SWAP 16 10 Monitoring Rebalancing - Corridors/CPPI 15 11 PE 18 Can anyone remember the ethics questions?

Trying to remember those questions… Re: AM Topics and Weights Posted by: The Dark Knight (IP Logged) [hide posts from this user] Date: June 9, 2009 10:30AM Was it something like this? 1 IPS individual (24 ) Retrun objective(??) Return calculation(??) Risk tolerance and ability factors(??) Liquidity(??) Time horizon(??) 2 Implied assets liabilities 9 3 IPS - Institutional (24) Which one has more risk tolerance and reasons(??) Return requirement of foundation(??) 4 Pension beta and WACC (11 ) Calculation and imapact of not including in Capital projects 5 Asset allocation (10 ) Y or Z and reasons 6 Gringold/Economics (19 ) Grinold 3 components (???) Taylor rule and negative effect (??) How 3 or factors affecting long term growth(???) 7 Equity - sampling etc… (18) Sampling Vs Optimization Vs Full repli. (6) Don’t remember the rest??? 8 RM (16) No idea what it was??? 9 Alternatives/Derivatives - currency SWAP (16) Swap which one and why? (6) Currency risk of forward and options (10) 10 Monitoring and rebalancing (15) CPPI and why CPPI (7) Corridor and factors (8) 11 Performance & Evaluation (18) Treynor, Sharp and Information ratio (12) Don’t remember the other one???

this look familiar? 1 IPS individual (24 ) Retrun objective + Return calculation=10 Risk tolerance and ability factors=6 Liquidity=4 Time horizon=4