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Hi, I am reviewing the EWMA model section and found returns were calculated on straight (Pt+1/Pt)-1, shouldn't the returns be calculated on log basis? Also what's the assumption for the test per se?

In S&W chapter study notes, p36 where it denotes the k as number of slope coefficients. It says in the case for a two-variable regression, k=1. I think it was meant to say in a single-variable regression, k=1?

Hi, I am looking at R13.P1.T2.Miller study notes and need some help. On page 107, for the 80% non-star manager who are underperformer or just in-line performer, underperformer has the beat/doesn't of 25%/75% while in-line performers have the equal split of 30% vs. 30%. Could you please provide...

Hi, I am looking at Elton, Modern Portfolio Theory, Chapter 13 / Study Notes: Elton, Chapter 13 but only able to find CAPM not APT also not in later chapters as I see questions related to APT or APT/CAPM comparisons in the question set under this chapter. Could someone point me to the right...

Thanks @Nicole Seaman. One more question, how do I know if all materials under certain section have all been posted and there won't be any new publications. Sorry I am new to the Forum just don't want to miss anything and I am still getting used to the setup. Thanks

Hey guys, I am watching the Part I under topic Crouhy, The Essentials of Risk Management, Chapters 1, 2 & 4 and the instructional video but it only has 32 min of chapter 1, where can I find the 2 and 4, also study notes includes contents from 1,2,4 but inconsistent with video. New to the...