标题: No Quant problems for Treynor Black model since formula not [打印本页] 作者: hw0799 时间: 2013-4-19 20:49 标题: No Quant problems for Treynor Black model since formula not
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 ?作者: bigredhockey55 时间: 2013-4-19 20:53
yeah, the formula you are referring to is ugly! i’m with kevin - stick with those other two.作者: thisisbrianly 时间: 2013-4-19 20:55
yeah, the formula you are referring to is ugly! i’m with kevin - stick with those other two.
