标题: treynor black asset weighting formula [打印本页] 作者: dvilayphet 时间: 2011-7-13 16:32 标题: treynor black asset weighting formula
we do need to memorize that formula where u find weights to allocate to Active portfolio?
hope not作者: jacksparrow 时间: 2011-7-13 16:32
Just understand how the process works.作者: busterbluth 时间: 2011-7-13 16:32
I'd recommend knowing the formula for the weighting... it's very simple and small....and easily testable作者: yodacaia 时间: 2011-7-13 16:32
CFA states we don't need to memorize the TB formulas (thankfully). This is stated on the first page of reading 69.作者: huangxiaoxie 时间: 2011-7-13 16:32
wicked, never realized. thanks作者: SpyAli 时间: 2011-7-13 16:32
yeah, the whole TB formula takes forever, it would be ridiculous to make a problem where you gotta solve it all the way through.作者: President1988 时间: 2011-7-13 16:32
Oh damn it...i knew this one well. Thanks anyways.
