|
Managing interest rate risk for a bank
|
|
4
|
1001
|
March 19, 2018
|
|
Reading 9_Taxes and Private Wealth Management in a Global Context_Practice ProblemQ14
|
|
1
|
935
|
March 19, 2018
|
|
comparison of investments with different tax effects
|
|
4
|
913
|
March 18, 2018
|
|
MVO does not achieve diversification across risk factors (only asset classes). What to do?
|
|
6
|
1123
|
March 17, 2018
|
|
Effective capital gains tax rate
|
|
2
|
1108
|
March 15, 2018
|
|
Perold Sharpe is Stupid.
|
|
1
|
1060
|
March 15, 2018
|
|
what does equity double counting means in unhedged NAREIT ??
|
|
2
|
1056
|
March 11, 2018
|
|
Reading 17 - Example 6 - Page 282
|
|
1
|
1099
|
March 11, 2018
|
|
2011 Past Exam Q#5 Part C
|
|
3
|
1065
|
March 10, 2018
|
|
GIPS_Practice Problem_Q6
|
|
0
|
1071
|
March 10, 2018
|
|
Implementation Shortfall
|
|
2
|
1268
|
March 6, 2018
|
|
The effect of interest rates on exchange rates
|
|
3
|
1358
|
March 6, 2018
|
|
Monetization by short sale against box
|
|
2
|
1480
|
March 5, 2018
|
|
Asset Allocation, a few definitions
|
|
2
|
1150
|
March 1, 2018
|
|
Reverse Optimization
|
|
1
|
6472
|
March 1, 2018
|
|
FX Swaps to Roll Forward Contracts
|
|
11
|
2243
|
February 28, 2018
|
|
Costs of Trading - Implementation shortfall ( Delay costs)
|
|
1
|
1157
|
February 23, 2018
|
|
Characterizing liabilities in liability relative asset allocation
|
|
1
|
1140
|
February 23, 2018
|
|
Behavioral Finance
|
|
6
|
1642
|
February 20, 2018
|
|
Buy and hold strategy vs CPPI vs Constant mix
|
|
2
|
1270
|
February 20, 2018
|
|
Reading 12: Risk Management of Individuals
|
|
9
|
1373
|
February 19, 2018
|
|
Reading 8 (IPS) - End of Chapter Question #2
|
|
3
|
1202
|
February 18, 2018
|
|
CPPI (Perold Sharpe Rebalancing)
|
|
0
|
1116
|
February 16, 2018
|
|
Reading 31_Execution of Portfolio Decisions_Practice Problems_Q21&25_ECN vs Broker and VWAP algorithmic strategy
|
|
0
|
1022
|
February 16, 2018
|
|
Reading 31_Execution of Portfolio Decisions_Market-adjusted Implementation Shortfall
|
|
0
|
1075
|
February 14, 2018
|
|
Schweser_Self-Test_Alternative Investments Portfolio Management_Q3
|
|
2
|
1123
|
January 30, 2018
|
|
hedging strategy by buying and selling puts
|
|
9
|
1215
|
January 30, 2018
|
|
Gross of fee IRR
|
|
0
|
1163
|
January 30, 2018
|
|
I don't understand nominal vs real rate and cash...
|
|
4
|
1550
|
January 29, 2018
|
|
Q 6A 2017 AM - Individual PM
|
|
4
|
1228
|
January 27, 2018
|