Sep
08
2008 Episode 13 (Investment A), sample
by David Harper, CFA, FRM, CIPM
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This episode reviews the Traditional Investment Risk readings: Amenc on capital asset pricing model (CAPM), Grinold on performance analysis and attribution, Jorion on Portfolio Risk (including marginal VaR, component VaR, and incremental VaR) and Jorion on Risk Budgeting.
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