Hi @David Harper CFA FRM I would really appreciate if you can answer my another concern on the understanding of Bayes Theorem.
Most of the time, in finding the outperforming probabilities, P(O), I would need to square the conditional probabilities if it is 2 years in a row and multiple it by...
Hi @David Harper CFA FRM , can you please help me to answer this question;
1.) Why is it called bayes theorem in --> multiple states?
2.) Why the probabilities are presented in different conventions? it is really confusing.
What I meant is this: P(P=0.8)= 15%, P(P=0.5)= 55%, and P(P=0.2)= 30%...
Hi @David Harper CFA FRM, than you for the very clear explanation :). I really appreciate it!
At the moment only ur explanation can enlighten me and suit my needs :).
Hi @David Harper CFA FRM
I think what u shared above is no the same as in the schweser 2018 book. Can you explain to me.. i might be wrong as leptokurtic has and excess kurtosis equal to 3 no -3.?
Thank you very much
Hi @David Harper CFA FRM, Good day.
I have a question here... regarding the example above. Do you know why if i did not specify the PV=0 i will get different value?
Thank you @David Harper CFA FRM, that has answered my question. It does help me to have concrete understanding about the CML Now.
Yes it is not a productive exercise but ur explanation does not contain inn any book specifically about the Weight of market protflio = σ(P)/σ(M) and the weight of...
Hi @David Harper CFA FRM Thank you very much! But I have another question pls..
would appreciate if u can help to enlighten me..
With reference to below two equations, when moving from efficient frontier to "addition of risk free assets", these two equations are correct.
Assuming Expected...
Hi David, I have a question here. SML Beta formula is
With regards to CAPM SML formula it is given as
But why the line is not a curve when the correlation is less than 1?
Hi @David Harper CFA FRM , Good day.
I have a question regarding the R8-P1-T1 spreadsheet, on the PPC-MVP Section.
Appreciate if you can help to answer them.
1. How can asset be negative? What is the assumption there?
thank you!
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.