skill at achieving active return is measured by IC or IR? -Since skill is measured by IC and consistency of active return is measured by IR.
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Q. Which of the following statements regarding applications of ETFs in portfolio management is correct? Equity ETFs tend to be more active than fixed-income ETFs. The range of risk exposures available in the futures market is more diverse than that available in ...
Why does adding cash or leveraging doesn’t affect sharpe ratio?
Question 3 Yes the cost are borne by the AP but then the AP Distribute the cost to the holder of ETF
Approach 1 Historical simulation Approach 2 Monte Carlo simulation Yuen and Ruckey discuss the differences between the two approaches and then design the simulations, making key decisions at various steps. During the process, Yuen expresses a number of concerns: Concern 1: Returns from six of ...
Practice Review _ CFA Institute Someone pls help me with this question
Practice Review _ CFA Institute Doubt PM 1 Some one pls explain the solution