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Financial Risk Manager (FRM). Free resource
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P2.T9. Investment Management (15%)
This was previously Topic 8 prior to 2020. This is the reason that some of the threads within this forum will be labeled T8 instead of T9.
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Errors Found in 2021 Study Materials P2.T9. Investment Management
Nicole Seaman
Jan 22, 2021
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120
Jan 22, 2021
Nicole Seaman
M
P2.T9. Risk Management & Investment Management: Jorion, Chapter 17: VaR and Risk Budgeting
mkaabb96
May 2, 2021
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2
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77
May 5, 2021
mkaabb96
M
M
T9. R63. P2: Describe the challenges associated with VaR measurement as portfolio size increases.
mkaabb96
Apr 4, 2021
Replies
1
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78
Apr 4, 2021
David Harper CFA FRM
K
Grinold, Chapter 14: Portfolio Construction
kik92
Jun 10, 2017
Replies
4
Views
1K
Feb 8, 2021
sajedian
S
F
Q24 Mock exam GARP 2020 - Surplus at risk
Fjrodriguez
Oct 18, 2020
Replies
6
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1K
Jan 18, 2021
David Harper CFA FRM
M
Question on SaR
maoxindi
May 6, 2013
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18
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4K
Nov 5, 2020
David Harper CFA FRM
C
GARP.FRM.PQ.P2
Surplus Value GARP 2015 Question 5 (garp15-p2-5)
CYLoh
Apr 30, 2015
2
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23
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5K
Oct 19, 2020
winveeraphan
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M
Value stock
mville
Sep 10, 2020
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0
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120
Sep 10, 2020
mville
M
S
Risk Budgeting Across active managers
SyroneDavid
Apr 9, 2020
Replies
4
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315
Aug 24, 2020
mukeshramawat
M
F
Asset Mgmt Factor Investing P2.T8 Stochastic Discount Factor is multiplied?
Fittyfive9
Jan 20, 2020
Replies
1
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420
Jan 21, 2020
David Harper CFA FRM
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Selection Bias Vs Survivorship Bias
Delo
Apr 13, 2016
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7
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4K
Nov 7, 2019
tom87
T
D
Calculate Bond Maturity
diemhuongpham
Oct 13, 2019
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1
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265
Oct 13, 2019
David Harper CFA FRM
H
Refining Alphas - Scaling and Trimming Alpas - AIM 53.2
Hardy Noman
Oct 16, 2013
Replies
9
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3K
Sep 17, 2019
David Harper CFA FRM
Locked
Errors Found in Study Materials P2.T9. Investment Management (OLD thread)
Nicole Seaman
Aug 5, 2015
2
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27
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12K
Sep 15, 2019
David Harper CFA FRM
R
Jorion - Component Var : Matrix multiplication going wrong
rajeshtr
Feb 12, 2017
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8
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2K
Jul 23, 2019
David Harper CFA FRM
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GARP.FRM.PQ.P2
Important Difference in Information Ratio Formula (garp16-p2-72)
Liming
Nov 15, 2009
2
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27
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5K
Apr 29, 2019
David Harper CFA FRM
S
Question on 8-a-1 Grinold setup.xls
sudeepdoon
Oct 22, 2009
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10
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1K
Apr 15, 2019
MiguelVitiello
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J
Volatility risk premium
Jaskarn
Dec 30, 2018
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3
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2K
Jan 2, 2019
David Harper CFA FRM
A
[P2T8: Ang, Chapter 10: Alpha] : Conceptual Clarity on Formula of Alpha
ABSMOGHE
Nov 5, 2018
Replies
5
Views
832
Nov 7, 2018
David Harper CFA FRM
K
leverage of a firm from the perspective of market turnover
koga
Oct 22, 2018
Replies
0
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543
Oct 22, 2018
koga
K
A
Question from Schweser (62. Factor Theory)
AlexFrm
Aug 25, 2018
Replies
1
Views
874
Aug 25, 2018
David Harper CFA FRM
C
Difference between Marginal and incremental VAR
CYLoh
Mar 14, 2015
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51
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47K
May 29, 2018
Flashback
L
Positive Autocorrelation and hedge fund illiqudity
Liming
Oct 8, 2009
Replies
6
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5K
May 18, 2018
sharman.jamie
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C
Jorion, Chapter 7: Portfolio Risk: Analytical Methods
cfa2015
May 17, 2018
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2
Views
528
May 17, 2018
cfa2015
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Pricing Kernels
[email protected]
Apr 1, 2018
Replies
1
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612
Apr 1, 2018
[email protected]
S
Covariance matrix vs variance formula for 2-asset question
kevolution
May 17, 2017
Replies
7
Views
3K
Nov 14, 2017
David Harper CFA FRM
D
CAPM - Equilibrium Theory
dennis_cmpe
Oct 26, 2008
Replies
4
Views
3K
Oct 28, 2017
MisterDiaz
K
Jorion, Chapter 7 - Portfolio Risk: Analytical Methods
kik92
Oct 21, 2017
Replies
1
Views
945
Oct 21, 2017
David Harper CFA FRM
S
illiquid assets ( Ang)
saurabhpal49
Oct 1, 2017
Replies
1
Views
859
Oct 1, 2017
David Harper CFA FRM
S
Unsmoothning returns(Ang)
saurabhpal49
Oct 1, 2017
Replies
1
Views
1K
Oct 1, 2017
David Harper CFA FRM
E
Risk Budgeting - Risk Contribution of Assets to the Portfolio
emilioalzamora1
Aug 11, 2017
Replies
2
Views
7K
Aug 15, 2017
emilioalzamora1
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