P1.T1. Foundations of Risk

Practice questions for Foundations: Intro, CAPM, APT, Stulz, and Case Studies
Nicole Seaman
P1.T1.406. COSO's risk tolerance
Replies
0
Views
95
Nicole Seaman
Nicole Seaman
Nicole Seaman
P1.T1.405. COSO's risk appetite
Replies
0
Views
92
Nicole Seaman
Nicole Seaman
Nicole Seaman
P1.T1.404. Tracking error, information ratio, and Sortino (Amenc)
2
Replies
33
Views
1K
ALoh7789
A
Nicole Seaman
P1.T1.403. Treynor, Sharpe, and alpha calculations (Amenc)
2 3
Replies
45
Views
2K
NChau1081
N
David Harper CFA FRM
P1.T1.402. APT and Fama-French three-factor model (Bodie)
2 3
Replies
56
Views
2K
David Harper CFA FRM
David Harper CFA FRM
Nicole Seaman
P1.T1.401. Arbitrage pricing theory (APT) for well-diversified portfolios (Bodie)
2
Replies
27
Views
2K
gsarm1987
gsarm1987
Nicole Seaman
P1.T1.400: Arbitrage pricing theory (APT) introduction (Bodie)
2
Replies
21
Views
669
kc
K
Fran
P1.T1.306. Risk Policy Committee (IFC) (Risk Taking)
Replies
3
Views
198
Guqian
G
Fran
P1.T1.305. When a firm should hedge (per IFC) (Risk Taking)
Replies
4
Views
251
David Harper CFA FRM
David Harper CFA FRM
Suzanne Evans
P1.T1.304. Probabilistic decision-making approaches (Risk Taking)
Replies
3
Views
197
Roshan Ramdas
R
Suzanne Evans
P1.T1.303. Risk estimation in ERM (Risk Taking)
Replies
2
Views
190
David Harper CFA FRM
David Harper CFA FRM
Suzanne Evans
P1.T1.302. Risk-adjusted discount rate (Risk Taking)
Replies
5
Views
407
Alex_1
A
Suzanne Evans
P1.T1.301. Enterprise risk management (ERM) (Risk Taking)
Replies
0
Views
231
Suzanne Evans
Suzanne Evans
Suzanne Evans
P1.T1.300. Definition of risk (Risk Taking)
Replies
4
Views
343
David Harper CFA FRM
David Harper CFA FRM
Suzanne Evans
P1.T1.64. Arbitrage pricing model (APT) versus CAPM (Elton)
Replies
6
Views
303
Charlymanlangit
C
Suzanne Evans
P1.T1.63. Arbitrage pricing model (APT) (Elton)
2
Replies
24
Views
772
ciochinah
C
Suzanne Evans
P1.T1.62. Nonstandard capital asset pricing model (nonstandard CAPM) (Elton)
Replies
3
Views
276
Nonso Okoye
N
Suzanne Evans
P1.T1.61. Capital market line (Elton & Gruber)
2 3
Replies
48
Views
1K
Clay Carter
Clay Carter
Suzanne Evans
P1.T1.60. Sharpe-Lintner-Mossin capital asset pricing model derivation (CAPM; Elton & Gruber)
Replies
9
Views
464
emilioalzamora1
E
Suzanne Evans
P1.T1.59. MVP and the efficient frontier (Elton)
2
Replies
20
Views
918
David Harper CFA FRM
David Harper CFA FRM
Suzanne Evans
P1.T1.58. Portfolio possibilities curve (Elton)
2
Replies
30
Views
807
tattoo
T
Suzanne Evans
P1.T1.57. Portfolio return and volatility (Elton)
2
Replies
34
Views
1K
tushijima
T
David Harper CFA FRM
L1.T1.56 Bankers' Trust (Allen)
Replies
6
Views
284
vallerano
vallerano
David Harper CFA FRM
L1.T1.55 Metallgesellschaft (Allen)
Replies
8
Views
314
dyurlova
dyurlova
David Harper CFA FRM
L1.T1.54 Long Term Capital Management (LTCM) (Allen)
Replies
7
Views
365
abhinavkhanna
A
David Harper CFA FRM
L1.T1.53 Allied Irish Bank (Allen)
Replies
0
Views
197
David Harper CFA FRM
David Harper CFA FRM
David Harper CFA FRM
L1.T1.52 Barings (Allen)
Replies
12
Views
406
abhinavkhanna
A
David Harper CFA FRM
L1.T1.51 Kidder Peabody (Allen)
Replies
0
Views
235
David Harper CFA FRM
David Harper CFA FRM
David Harper CFA FRM
L1.T1.50 Chase Manhattan Bank/Drysdale Securities (Allen)
Replies
2
Views
356
Arka Bose
Arka Bose
David Harper CFA FRM
L1.T1.49 Role of risk metrics (Stulz)
Replies
7
Views
179
David Harper CFA FRM
David Harper CFA FRM
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