P2.T9. Risk Management & Investment Management PQs

Explores the application of risk management techniques to portfolio construction, asset allocation, performance measurement, and investment decision-making.
Nicole Seaman
P2.T9.21.15. Madoff's fraud
Replies
0
Views
216
Nicole Seaman
Nicole Seaman
Nicole Seaman
P2.T9.21.14. Hedge fund due diligence
Replies
3
Views
225
shdhawan
S
Nicole Seaman
P2.T9.21.13 Hedge fund characteristics
Replies
2
Views
317
Clay Carter
Clay Carter
Nicole Seaman
P2.T9.21.12. Market timing measures
Replies
4
Views
386
David Harper CFA FRM
David Harper CFA FRM
Nicole Seaman
P2.T9.21.11. Style analysis
Replies
3
Views
212
marinrued
M
Nicole Seaman
P2.T9.21.10. Time- versus dollar-weighted returns and risk-adjusted measures
2
Replies
33
Views
1K
Nicole Seaman
Nicole Seaman
Nicole Seaman
P2.T9.21.9. Risk monitoring
Replies
4
Views
320
Goher Sarfaraz
Goher Sarfaraz
Nicole Seaman
P2.T9.21.8. Surplus at risk (SaR)
Replies
10
Views
377
9214337021
9
Nicole Seaman
P2.T9.21.7. Risk budgets in the investment industry
Replies
14
Views
239
Clay Carter
Clay Carter
Nicole Seaman
P2.T9.21.6. Marginal value at risk (VaR) in portfolio management
2
Replies
23
Views
691
Clay Carter
Clay Carter
Nicole Seaman
P2.T9.21.5 Incremental versus component value at risk (VaR)
Replies
14
Views
315
Clay Carter
Clay Carter
Nicole Seaman
P2.T9.21.4 Portfolio construction: neutralized alphas and dispersion
Replies
8
Views
345
Clay Carter
Clay Carter
Nicole Seaman
P2.T9.21.3. Refining alpha in portfolio construction
Replies
9
Views
749
David Harper CFA FRM
David Harper CFA FRM
Nicole Seaman
P2.T9.21.2. Ang's volatility and risk anomalies
Replies
2
Views
252
David Harper CFA FRM
David Harper CFA FRM
David Harper CFA FRM
P2.T9.21.1. Factor regression and style analysis
Replies
9
Views
594
Clay Carter
Clay Carter
Nicole Seaman
P2.T9.20.5. The low-risk anomaly of asset returns
Replies
4
Views
501
Goher Sarfaraz
Goher Sarfaraz
Nicole Seaman
P2.T9.20.4. Factors: rebalancing, style and more volatility risk
Replies
3
Views
279
David Harper CFA FRM
David Harper CFA FRM
Nicole Seaman
P2.T9.20.3. Factors: value, growth, inflation, and volatility
Replies
12
Views
435
Clay Carter
Clay Carter
Nicole Seaman
P2.T9.20.2. Factor theory: stochastic discount factors (Ang)
Replies
6
Views
486
Clay Carter
Clay Carter
Nicole Seaman
P2.T9.20.1. Factor theory: What is a Factor?
Replies
9
Views
793
Nicole Seaman
Nicole Seaman
Nicole Seaman
Quiz - T8 P2.T8.712. Hedge fund performance
Replies
19
Views
456
David Harper CFA FRM
David Harper CFA FRM
Nicole Seaman
Quiz - T8 P2.T8.711. Time- versus dollar-weighted returns, M-squared measure, and performance attribution
2
Replies
20
Views
478
David Harper CFA FRM
David Harper CFA FRM
Nicole Seaman
Quiz - T8 P2.T8.710. Portfolio value at risk (VaR) and surplus at risk (SaR)
Replies
17
Views
459
Nicole Seaman
Nicole Seaman
Nicole Seaman
Quiz - T8 P2.T8.709. Ang on Factors and Factor Theory
Replies
9
Views
318
David Harper CFA FRM
David Harper CFA FRM
Nicole Seaman
P2.T8.708. Illiquidity risk premium & portfolio choice decision on the inclusion of illiquid assets
Replies
16
Views
842
nc27
N
Nicole Seaman
P2.T8.707. The biases of illiquid markets (Ang)
Replies
15
Views
588
LStoc8027
LStoc8027
Nicole Seaman
P2.T8.706. Alpha, style analysis and the risk anomaly (Ang)
Replies
9
Views
535
Clay Carter
Clay Carter
Nicole Seaman
P2.T8.705. Berkshire Hathaway versus its benchmark (Ang)
2
Replies
30
Views
942
David Harper CFA FRM
David Harper CFA FRM
Nicole Seaman
P2.T8.704. Alpha and effective benchmarks (Andrew Ang)
2
Replies
30
Views
1K
David Harper CFA FRM
David Harper CFA FRM
Nicole Seaman
P2.T8.703. Value, size and momentum investing (Andrew Ang)
2
Replies
24
Views
1K
Sudesh Nadar
S
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