标题: active port mgmt, EOC 1 [打印本页] 作者: noel 时间: 2011-7-11 19:50 标题: active port mgmt, EOC 1
chugging through EOC's on derivatives and port mgmt and thought the end was in sight, but 1st EOC ?, reading 69, took some wind out of the sails. conceptually nothing too hard, but calculating the optimal risky portfilio base on alphas, residual variances and betas....are they serious. aside from calculating excess return and alphas, don't think I'll have snowball chance in hell to derive 'optimal risky' port from that data. isn't that what computers are for. anyways, do you think this will be more conceptual section, i hope, or would they throw something EOC #1 with specific values at us? thanks.
Edited 1 time(s). Last edit at Thursday, May 12, 2011 at 09:35PM by jgrandits.作者: spreads 时间: 2011-7-11 19:51
We don't have to be able to calc TB results or memorize the model. Just understand the concepts and framework of the model.
