FRM 2021 SchweserNotes Part II Book 5更多资料敬请期待.pdf
- 顺颂时祺个人认证 |
- 2021-04-16 发布|
- 2.53 MB|
- 242页
库 料 资 米 玉 号: 众 公 信
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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