FRM 2021 SchweserNotes Part II Book 5更多资料敬请期待.pdf

想预览更多内容,点击预览全文

申明敬告:

本站所有内容均由合作方或网友上传,本站不对文档的完整性、权威性及其观点立场正确性做任何保证或承诺!文档内容仅供研究参考,付费前请自行鉴别。如您付费,意味着您自己完全接受本站规则且自行承担所有风险,本站不退款、不进行额外附加服务;如果您已付费下载过本站文档,您可以点击这里二次下载

文档介绍

库 料 资 米 玉 号: 众 公 信

Contents 1. Learning Objectives and Reading Assignments 2. Reading 80: Factor Theory 1. Exam Focus 2. Module 80.1: Factors That Impact Asset Prices and the CAPM 3. Module 80.2: Multifactor Models, Pricing Kernels, and Efficient Market Theory 4. Key Concepts 5. Answer Key for Module Quizzes 3. Reading 81: Factors 1. Exam Focus 2. Module 81.1: Value Investing and Macroeconomic Factors 3. Module 81.2: Managing Volatility Risk and Dynamic Risk Factors 4. Module 81.3: Value and Momentum Investment Strategies 5. Key Concepts 6. Answer Key for Module Quizzes 4. Reading 82: Alpha (and the Low-Risk Anomaly) 1. Exam Focus 2. Module 82.1: Low-Risk Anomaly, Alpha, and the Fundamental Law 3. Module 82.2: Factor Regression and Portfolio Sensitivity 4. Module 82.3: Time-Varying Facto

最近下载