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- UID
- 223334
- 帖子
- 263
- 主题
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- 注册时间
- 2011-7-11
- 最后登录
- 2013-9-9
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mo34 Wrote:
> Check out the FRM curriculum. This topic was
> heavily covered when I took this test. they give
> you actual strategies for replication along with
> real tracking error numbers, ...
I haven't looked at FRM curriculum since I passed it. Do they suggest regressing across different factors or strategies? Is it primarily based on Harry Kat's work or they also look at alternative betas? |
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发表于 2011-10-11 01:00
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