In answer to Q10 they are saying bonds are more effective volatility mitigator than alternatives over an extended time period. In chapter end summary, they ...
SSEI QForum Latest Questions
Here Ortiz has purchased 10% OTM put. In mid July index is 10% below the mid January level (when the put was purchased). In the solution they are saying that put is ...
Sanjay Sir uses sticky notes while teaching L3AI in the class. Can someone share a pdf copy of those notes here ? I couldn’t find them anywhere in the google drive link. Thanks.
Could anyone explain difference between managed future and global macro?? Also what exactly both of them are?? It’s always difficult to recall them what exactly they were and why they are used??
Suppose question 14 comes in the exam. The answer given is Private Real Assets (Timber). However, if I choose Public Real Assets and provide logical reasoning. Will I get any marks for the same? So basically I ...
“absolute return hedge funds tend to exhibit a high potential to diversify public equities, whereas equity long/short hedge funds exhibit a moderate potential to fulfill this role.” What is an absolute return hedge fund?
SSEI handout says when conversion price<market price, call is OTM and when conversion price>market price, call is ITM. While the Core states the exact opposite. Which is correct? Please confirm. Q Identification Tag: Convertible ...
In asset allocation what does it mean by that that for purpose of specifying asset class, “Assets within asset class should be relatively homogenous ” ?? Are Global investment-grade bonds and global high-yield bonds homogenous Are Global public equity and global private ...
Why is it necessary to multiply by (1+growth rate) at last here below in the solution? Calixto reviews the endowment’s future liquidity requirements and analyzes one of its holdings in a private distressed debt fund. He notes the following about the ...