information ratio
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Problems in GARP's 2020 FRM material
I will post here selected observations made (either by myself or subscribers/members) about the newest material. As most already know, the entire Part 1 FRM has experienced a big change, but the change can be deceiving in appearance because as I replied over on the reddit FRM board, with respect...- David Harper CFA FRM
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- expected shortfall information ratio information-ratio
- Replies: 45
- Forum: David's Notebook
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R8.P1.T1.Amenc_Ch4_RISK_MGMT_Topic:INFORMATION_RATIO_RESIDUAL vs_ACTIVE
In reference to R8.P1.T1.Amenc_Ch4_RISK_MGMT_Topic:INFORMATION_RATIO_RESIDUAL vs_ACTIVE: The Residual Risk is the idiosyncratic Risk = any risk which is not the Systemic Risk and that Total Risk = Systemic Risk + Residual Risk. Having said that though, I am trying to get the standardized...- gargi.adhikari
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- amenc information ratio
- Replies: 24
- Forum: P1.T1. Foundations of Risk (20%)
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GARP.FRM.PQ.P2 Important Difference in Information Ratio Formula (garp16-p2-72)
Dear David, I’ve had some confusion, misunderstanding and doubts when doing 09 Level I Annotated Boot Camp. Appreciate your kind help on this! I’ve noticed an important difference between you and FRM handbook with respect to calculating information ratio: in all your practice...- Liming
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- alpha garp16-p2-72 grinold information ratio scaling
- Replies: 27
- Forum: P2.T9. Investment Management (15%)