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hw0799

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tT
发表于 2013-4-19 20:49 | 只看该作者

No Quant problems for Treynor Black model since formula not

security, problems, referring, ask
No Quant problems for Treynor Black model since formula not in LOS ??? I am referring to quant problems that ask us to reallocate the % of security to Portfolio A ( Risky Portfolio ) based on higher unsystematic risk and Low correlations between realized and actual alphas.
I am not sure ..because Schweser tests these formulae even in the concept checks.
COuld someoone please advise ?

 

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bigredhockey55

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发表于 2013-4-19 20:53 | 只看该作者
yeah, the formula you are referring to is ugly! i’m with kevin - stick with those other two.

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thisisbrianly

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发表于 2013-4-19 20:55 | 只看该作者
yeah, the formula you are referring to is ugly! i’m with kevin - stick with those other two.

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