Doubt: Why is Dividend Capture not the correct answer? Although the duration is short but it will also affect the ownership which in turn affects the voting right. Item Set: The mandate of Pool 2 also consists of two primary goals: A ...
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Sir, can u help understand this sum..For calculation of rewarded factors, will we not take return from differential beta? Using Exhibit 1, the average monthly return of the Fraser Fund that is unexplained by rewarded factors is closest to: –0.20%. –0.17%. 0.13%. Solution Solution A is correct. Return from unrewarded ...
i dont understand how they calculate please explain it Q Identification Tag: Taylor has been by a large prospective client about the capacity of his factor-based approach.
Sir, in this table, for the bottom-up approach, we have security specific factors in systematic and firm specific factors in discretionary…Whats the difference?
In this question, in the “duration” row, the portfolio 3 should be pure indexing as it has the same durations as that of the benchmark. Why is enhanced indexing or active management mentioned there. Please explain
Please explain how does pure indexing has less turnover than enhanced indexing
Monongahela Ap is an equity fund analyst. His manager asks him to evaluate three actively managed equity funds from a single sponsor, Chiyodasenko Investment Corp. Ap’s assessments of the funds based on assets under management (AUM), the three main ...
Plzz some arrange these in the desirable passive management if i want to keep tracking error low. 1) full replication. 2. Optimization. 3) stratified sampling 4. Blended approach
I am unable to understand the following active risk calculation part. iii. active risk for the Plan’s equity portfolio, net of fees