performance measurement

• Portfolio-based performance analysis

• Hedge funds

To cover these broad knowledge points, a set of curated readings is listed beginning on the following

page. While detailed learning objectives associated with these readings are presented in the 2020 FRM

factor risk by starting with the basic single-factor risk premium theory — the CAPM — and then
examining

factor risk by starting with the basic single-factor risk premium theory — the CAPM — and then
examining

multifactor models. The seco

ith the basic single-factor risk premium theory — the CAPM — and then examining

multifactor models. The seco

y their exposure to specific factors. The first chapter describes the theory of

factor risk by starting with the basic single-factor risk premium theory — the CAPM — and then
examining

multifactor models. The seco

multifactor models. The seco

Reading 61 introduces the factor theory of investing, in which asset and portfolio returns and risk

premiums are explained bpoints follows.

Reading 61 intropoints follows.

Reading 61 introduces the factor theory of investing, in which asset and portfolio returns and risk

premiums are explained by their exposure to specific factors. The first chapter describes the theory of

factor risk by starting with the basic sipoints follows.

Reading 61 introduces the factor theory of investing, in which asset and portfolio returns and risk

premiums are explained by their exposure to specific factors. The first chapter describes the theory of

factor risk by starting with the basic single-factor risk premium theory — the CAPM — and then
examining
multifactor models. The seco

ngle-factor risk premium theory —

factor risk by starting with the basic single-factor risk premium theory — the CAPM — and then
examining

multifactor models. The seco

ith the basic single-factor risk premium theory — the CAPM — and then examining

multifactor models. The seco

I think schwesars question bank is pretty good. It has got around 1500+ questions if I am not wrong and
there are three categories I. E. Easy, medium and difficult. You can form you own small tests from these
questions of varying difficulty levels and that too topic wise and thus test yourself and learn on a daily b

I think schwesars question bank is pretty good. It has got around 1500+ questions if I am not wrong and
there are three categories I. E. Easy, medium and difficult. You can form you own small tests from these
questions of varying d

I think schwesars question bank is pretty good. It has got around 1500+ questions if I am not wrong and
there are three categories I. E. Easy, medium and difficult. You can form you own small tests from these
questions of varying difficulty levels and that too topic wise and thus test yourself and learn on a daily
basis. I found it very convenient way to test my fundamentals and also got used to studying daily for
these self prepared tests and giving answers. Finally at the end it stores all your small test scores along
with percentages and sectional scores to help you track your weak and strong areas. This software is
simply amazing and you will really feel the difference on a daily basis.

Hope it helps! All the best!

8.2K viewsView Upvotersifficulty levels and that too topic wise and thus test yourself and learn on a daily
basis. I found it very convenient way to test my fundamentals and also got used to studying daily for
these self prepared tests and giving answers. Finally at the end it stores all your small test scores along
with percentages and sectional scores to help you track your weak and strong areas. This software is
simply amazing and you will really feel the difference on a daily basis.

Hope it helps! All the best!

8.2K viewsView Upvotersasis. I found it very convenient way to test my fundamentals and also got used
to studying daily for these self prepared tests and giving answers. Finally at the end it stores all your
small test scores along with percentages and sectional scores to help you track your weak and strong
areas. This software is simply amazing and you will really feel the difference on a daily basis.

Hope it helps! All the best!

8.2K viewsView Upvoters

y their exposure to specific

factor risk by starting with the basic single-factor risk premium theory — the CAPM — and then
examining

multifactor models. The seco

ith the basic single-factor risk premium theory — the CAPM — and then examining

multifactor models. The seco

y their exposure to specific factors. The first chapter describes the theory of

factor risk by starting with the basic single-factor risk premium theory — the CAPM — and then
examining

multifactor models. The seco factors. The first chapter describes the theory of

factor risk by starting with the basic single-factor risk premium theory — the CAPM — and then
examining

multifactor models. The seco the CAPM — and then examining

multifactor models. The seco

duces the factor theory of investing, in which asset and portfolio returns and risk

premiums are explained by their exposure to specific factors. The first chapter describes the theory of

factor risk by starting wpoints follows.

Reading 61 introduces the factor theory of investing, in which asset and portfolio returns and risk

premiums are explained by their exposure to specific factors. The first chapter describes the theory of
the sets of factors used to construct a benchmark can affect portfolio alpha.

Reading 62 introduces ways to construct an optimal portfolio given investment constraints.

VaR is an important tool in portfolio management, as it explicitly accounts for leverage and portfolio

diversification while providing a single measure of portfolio