risk-aversion

  1. Nicole Seaman

    P2.T9.21.4 Portfolio construction: neutralized alphas and dispersion

    Learning objectives: Describe practical issues in portfolio construction, including the determination of an appropriate risk aversion, aversions to specific risks, and proper alpha coverage. Describe portfolio revisions and rebalancing, and analyze the tradeoffs between alpha, risk, transaction...
    • Nicole Seaman
    • Thread
    • alpha-coverage dispersion portfolio-construction portfolio-revisions rebalancing risk-aversion time-horizon transaction-costs
    • Replies: 0
    • Forum: FRM® Practice Questions
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