berkshire-hathaway

  1. Nicole Seaman

    P2.T8.705. Berkshire Hathaway versus its benchmark (Ang)

    Learning objectives: Describe Grinold’s fundamental law of active management, including its assumptions and limitations, and calculate the information ratio using this law. Apply a factor regression to construct a benchmark with multiple factors, measure a portfolio’s sensitivity to those...
    • Nicole Seaman
    • Thread
    • alpha ang benchmark berkshire-hathaway factor-regression grinolds-fundamental-law-of-active-management information-ratio
    • Replies: 3
    • Forum: FRM® Practice Questions
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