mean-variance-framework
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P1.T4.24.1. The efficient frontier and asset return distributions
Learning objectives: Describe the mean-variance framework and the efficient frontier. Compare the normal distribution with the typical distribution of returns of risky financial assets such as equities. Questions: 24.1.1. Given a universe of investible (but risky) securities, Peter the analyst...- Nicole Seaman
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- efficient-frontier financial-assets mean-variance-framework normal-distribution
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- Forum: FRM® Practice Questions
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P1.T4.807. Classical value at risk (VaR) (Dowd Ch.2)
Learning objectives: Describe the mean-variance framework and the efficient frontier. Explain the limitations of the mean-variance framework with respect to assumptions about return distributions. Questions: 807.1. Displayed below is a plot of the Capital Market Line (CML) according to the...- Nicole Seaman
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- efficient-frontier mean-variance-framework return-distributions
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- Forum: FRM® Practice Questions