标题: some issues must be tested [打印本页] 作者: DarienHacker 时间: 2011-7-12 14:30 标题: some issues must be tested
Hi , I think we can list issues you personally think most likely to be tesetd in June . We can find some blind sides from individual perspect and share the views and experiences .
I think rebalancing strategy like CPPI , buy and hold will be tested (90%)
rebalancing width will be tested (80%)
asset class criteria will be tested (50%)作者: Analyze_This 时间: 2011-7-12 14:42
For some reason:
Hedged return on a foreign bond= domestic rfr+ risk premium of foreign bond over foreign rfr (80%)作者: lcai 时间: 2011-7-12 15:04
i studied cobb douglas/tobin/equity q today, it's about the only new thing, so my guess is having put in a few minutes, it goes untested.
taxes in PM. i avoided it in L2. i avoided it last year in L3. i honestly don't know that I can avoid it much longer. it was like time series in L2. bob and weave, baby. they aren't awful formulas, pretty intuitive for the most part. hopefully in an item set few q's, it'd be fairly benign.
not sure why i've been feeling a straight dollar duration FI q in the AM, but sort of have.
emerging mkts- similar- you feel like at some point they're just going to bring the noise and crush us with a pretty big AM question.
alts- anything but commodity lease q's would be my happy place, but i know that i never get what i want and therefore will review cash and carry and the commodities stuff before game day.
umm...
GIPS could get hard w/ the new version- could see an item set w/ maybe the real estate calcs in there since the dietz is a bit outdated.
IPS- you wonder when source/resident and the tax formulas or bequests will show if ever. scary enough not wanting to bomb ips to know them.
Derivs, FI, Risk mgmt, seriously... they could hit you so many ways, you can't game this thing. the only real certainties- ethics, gips, & IPS's. learn them, live them, love them.
i just went out to dinner and had a beverage or 2. this resumes for me in the AM.作者: Valores 时间: 2011-7-12 15:16
you are right reading24 will be tested it is new and never be tested before
fed yadani 10p/e (95%)作者: bkballa 时间: 2011-7-12 15:27
guys the only thing that will be testes for certain is Ethics (AMC included), GIPS, and IPS. That is certain, everything else is fair game. Back to studying.作者: justin88 时间: 2011-7-12 15:39
VAR (90%)
Sharpe Ratio (70%)
Implementation shortfall (90%)作者: mp3bu 时间: 2011-7-12 16:13
haha only personlalopinion I think it doesn't violate ethics
if two bond hedge in AM I will overlook it will waste too much time
if PM do it last作者: lcai 时间: 2011-7-12 16:25
The final lap.... Will u be in the forum after passing l3?作者: former 时间: 2011-7-12 16:36
1. SS04 and SS15 may have two questions per SS.
2. All others may have one question per SS.
3. There may have some overlap in some questions.
