|
Tracking error and reconstitution
|
|
1
|
1683
|
June 2, 2020
|
|
Diversification oriented strategies
|
|
3
|
2279
|
June 1, 2020
|
|
Manager skill and luck
|
|
2
|
1925
|
June 1, 2020
|
|
Cost-efficient rebalancing strategy
|
|
2
|
1993
|
June 1, 2020
|
|
Active Risk, Active Share
|
|
2
|
1599
|
May 31, 2020
|
|
Reading20, EOC 14
|
|
2
|
1567
|
May 31, 2020
|
|
Question about Information Ratio
|
|
2
|
1693
|
May 28, 2020
|
|
Time weighted return question
|
|
0
|
1572
|
May 9, 2020
|
|
Reading 35 portfolio performance evaluation, example 12 qns2 -pg 232
|
|
2
|
1521
|
May 16, 2020
|
|
Pre-tax vs. after-tax allowable deviations from asset allocation weights?
|
|
1
|
1484
|
May 7, 2020
|
|
Efficient frontier constructed from all assets not necessarily optimal
|
|
1
|
1543
|
May 7, 2020
|
|
How practical (and how widespread) is the use of an after-tax risk measure?
|
|
1
|
1448
|
May 7, 2020
|
|
Passive/Active management
|
|
2
|
1579
|
May 1, 2020
|
|
Differences between Tactical and dynamic asset allocation and active and passive choices
|
|
2
|
2538
|
April 29, 2020
|
|
Portfolio Performance Evaluation
|
|
2
|
3200
|
April 28, 2020
|
|
Skewness and Kurtosis not accounted for in MVO
|
|
1
|
1571
|
April 22, 2020
|
|
Concentrated asset class allocations- MVO
|
|
1
|
1781
|
April 22, 2020
|
|
How to account for inflation in return requirement?
|
|
35
|
2131
|
April 22, 2020
|
|
Mean Variance Optimization (MVO)
|
|
2
|
1917
|
April 18, 2020
|
|
Carhart model value tilt
|
|
2
|
2594
|
April 17, 2020
|
|
VWAP or TWAP?
|
|
3
|
2265
|
April 2, 2020
|
|
Price weighted index - Reading 23, Practice problem 11
|
|
2
|
1639
|
March 29, 2020
|
|
Risk seeking vs Risk averse?
|
|
2
|
2539
|
March 23, 2020
|
|
Added value from Reading 34
|
|
2
|
1712
|
March 19, 2020
|
|
convertible bond arbitrage
|
|
4
|
1844
|
March 18, 2020
|
|
LOS 19.d: Evaluate liability-based strategies under various interest rate scenarios and select a strategy to achieve a portfolio's objectives
|
|
2
|
1662
|
March 17, 2020
|
|
Trading - upside & downside capture
|
|
2
|
3836
|
March 17, 2020
|
|
Risk tolerance combination check
|
|
3
|
1440
|
March 15, 2020
|
|
Equity rewardrd factor sensitivity
|
|
4
|
1897
|
March 14, 2020
|
|
Weak - Semi Strong - Strong
|
|
3
|
1488
|
March 13, 2020
|