Post lunch mini Snicker

swaptiongamma · February 26, 2009, 7:47pm

Q. Which risk is not considered under the Burmeister-Roll-Ross multifactor Model? A. Interest Rate Risk B. Time Horizon Risk C. Market Timing Risk - burp!

TheChad · February 26, 2009, 7:58pm

I am guessing c…

ditchdigger2CFA · February 26, 2009, 7:59pm

B - It is an arb model.

swaptiongamma · February 26, 2009, 8:34pm

Ans is (A)lmond Snicker.

charu_mulye · February 26, 2009, 8:52pm

which reading this comes from ?

cfaboston28 · February 27, 2009, 2:02am

SS 10 and PM

HydrogenRainbow · February 27, 2009, 4:56am

A - intrest rate risk.

swaptiongamma · February 27, 2009, 12:12pm

Honey bunch of Oats! Q. While trying to apply MultiFactor model in a global setting which of the effect should not be of any worry to the analyst trying to model the expected return on a security A. Growth Effect B. Value Effect C. Momentum Effect.

clafleur · February 27, 2009, 2:05pm

B?

HydrogenRainbow · February 27, 2009, 2:38pm

a?

swaptiongamma · February 27, 2009, 2:43pm

HR is correct - A is the answer.