FRM
FRM Part I
FRM Part II
My Courses
Partnerships
Corporate Partnerships
University Partnerships
Resources
Overview
FAQ
Blog
Newsletters
In The News
Video
Home
Forums
New posts
Search forums
What's new
New posts
New profile posts
Latest activity
Members
Current visitors
New profile posts
Search profile posts
Log in
What's new
Search
Search
Everywhere
Threads
This forum
Search titles only
By:
New posts
Search forums
Menu
Log in
Navigation
Install the app
Install
More options
Contact us
Close Menu
Forums
Financial Risk Manager® (FRM). Free resources
JavaScript is disabled. For a better experience, please enable JavaScript in your browser before proceeding.
You are using an out of date browser. It may not display this or other websites correctly.
You should upgrade or use an
alternative browser
.
P2.T9. Investment Management (15%)
This was previously Topic 8 prior to 2020. This is the reason that some of the threads within this forum will be labeled T8 instead of T9.
1
2
3
…
Go to page
Go
8
Next
1 of 8
Go to page
Go
Next
Last
Filters
Show only:
Loading…
Sticky
Course
2025 - Errors in BT Materials - Topic 9 Investment Management
Nicole Seaman
Dec 2, 2024
Replies
0
Views
1K
Dec 2, 2024
Nicole Seaman
J
Benchmark neutral alpha question
JesusZ
Nov 19, 2021
Replies
4
Views
2K
Feb 13, 2024
wookan06
W
D
Selection Bias Vs Survivorship Bias
Delo
Apr 13, 2016
Replies
8
Views
9K
Nov 1, 2023
LKong3360
L
Factor Theory and CAPM
YKhez8136
Aug 23, 2023
Replies
0
Views
594
Aug 23, 2023
YKhez8136
Locked
Errors Found in 2021/2022 Study Materials P2.T9. Investment Management
Nicole Seaman
Jan 22, 2021
Replies
14
Views
5K
May 16, 2023
enjofaes
K
Grinold, Chapter 14: Portfolio Construction
kik92
Jun 10, 2017
Replies
5
Views
3K
May 15, 2023
enjofaes
M
T9. R63. P2: Describe the challenges associated with VaR measurement as portfolio size increases.
mkaabb96
Apr 4, 2021
Replies
3
Views
1K
Apr 14, 2023
David Harper CFA FRM
C
P2 Instructional Video: Bodie, Chapter 24
CFO2013
Apr 17, 2014
Replies
7
Views
1K
Dec 20, 2022
gsarm1987
R
Grinold Fundamental Law ? On what is this based?
Rblc
May 23, 2022
Replies
3
Views
832
May 25, 2022
Torsleno
T
T
Can diversified VaR be higher than Undiversified vaR?
Torsleno
May 21, 2022
Replies
1
Views
1K
May 23, 2022
David Harper CFA FRM
P
confusion with effect of recessions on High yield bonds return
patriciar
Aug 24, 2021
Replies
8
Views
2K
Mar 2, 2022
David Harper CFA FRM
R
Ang pricing kernel
rkawai
Dec 5, 2021
Replies
3
Views
1K
Dec 5, 2021
rkawai
R
K
Inconsistent test-statistic formula between Jorion (Market Risk) and Bodie (Investments)
kchristo
Nov 16, 2021
Replies
2
Views
781
Nov 17, 2021
kchristo
K
K
Inconsistencies in marginal var formula - Jorion Ch7
kchristo
Oct 7, 2021
Replies
3
Views
925
Oct 8, 2021
kchristo
K
F
about bad time and pricing kernel
FxReX80
Oct 2, 2021
Replies
0
Views
779
Oct 2, 2021
FxReX80
F
I
Undiversified VaR
Imad
Sep 21, 2012
Replies
9
Views
17K
May 17, 2021
nc27
N
M
P2.T9. Risk Management & Investment Management: Jorion, Chapter 17: VaR and Risk Budgeting
mkaabb96
May 2, 2021
Replies
2
Views
1K
May 5, 2021
mkaabb96
M
F
Q24 Mock exam GARP 2020 - Surplus at risk
Fjrodriguez
Oct 18, 2020
Replies
6
Views
2K
Jan 18, 2021
David Harper CFA FRM
M
Question on SaR
maoxindi
May 6, 2013
Replies
18
Views
6K
Nov 5, 2020
David Harper CFA FRM
C
GARP.FRM.PQ.P2
Surplus Value GARP 2015 Question 5 (garp15-p2-5)
CYLoh
Apr 30, 2015
2
Replies
23
Views
8K
Oct 19, 2020
winveeraphan
W
M
Value stock
mville
Sep 10, 2020
Replies
0
Views
828
Sep 10, 2020
mville
M
S
Risk Budgeting Across active managers
SyroneDavid
Apr 9, 2020
Replies
4
Views
1K
Aug 24, 2020
mukeshramawat
M
F
Asset Mgmt Factor Investing P2.T8 Stochastic Discount Factor is multiplied?
Fittyfive9
Jan 20, 2020
Replies
1
Views
1K
Jan 21, 2020
David Harper CFA FRM
D
Calculate Bond Maturity
diemhuongpham
Oct 13, 2019
Replies
1
Views
1K
Oct 13, 2019
David Harper CFA FRM
H
Refining Alphas - Scaling and Trimming Alpas - AIM 53.2
Hardy Noman
Oct 16, 2013
Replies
9
Views
5K
Sep 17, 2019
David Harper CFA FRM
Locked
Errors Found in Study Materials P2.T9. Investment Management (OLD thread)
Nicole Seaman
Aug 5, 2015
2
Replies
27
Views
15K
Sep 15, 2019
David Harper CFA FRM
R
Jorion - Component Var : Matrix multiplication going wrong
rajeshtr
Feb 12, 2017
Replies
8
Views
4K
Jul 23, 2019
David Harper CFA FRM
L
GARP.FRM.PQ.P2
Important Difference in Information Ratio Formula (garp16-p2-72)
Liming
Nov 15, 2009
2
Replies
27
Views
10K
Apr 29, 2019
David Harper CFA FRM
S
Question on 8-a-1 Grinold setup.xls
sudeepdoon
Oct 22, 2009
Replies
10
Views
2K
Apr 15, 2019
MiguelVitiello
M
J
Volatility risk premium
Jaskarn
Dec 30, 2018
Replies
3
Views
4K
Jan 2, 2019
David Harper CFA FRM
A
[P2T8: Ang, Chapter 10: Alpha] : Conceptual Clarity on Formula of Alpha
ABSMOGHE
Nov 5, 2018
Replies
5
Views
2K
Nov 7, 2018
David Harper CFA FRM
1
2
3
…
Go to page
Go
8
Next
1 of 8
Go to page
Go
Next
Last
You must log in or register to post here.
Forums
Financial Risk Manager® (FRM). Free resources
This site uses cookies to help personalise content, tailor your experience and to keep you logged in if you register.
By continuing to use this site, you are consenting to our use of cookies.
Accept
Learn more…
Top
