1.Please explain how if active risk rises, delta Wi* and delta Wi will spread further and increase TC? Pg-68 Q.5 2.How can questions be asked on impact of cash on IR?
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Can anybody please share pdf/sticky notes discussed in class prepared by Sanjay Sir for trading costs and ETF chapter
is sharpe ratio affected by the aggressiveness of the manager ?
I don’t know if I should be asking this or not…but I have a query in portfolio management multifactor model, where we calculated return by surprises in the economy. The formula says actual minus predicted factors multiplied by factor sensitivities…if in ...
portfolio doubt I acknowledge that this doubt has been answered earlier but if someone can help me with the 2nd part i.e. how is quoted spread of 1075 calculated for the 1st trade.
In each of these three conditions, which stock will outperform, A)large cap or small cap? Condition 1: In boom period Condition 2: In recession period Condition 3: In the aftermath of a recession
Galina Fund Case Scenario Galina Fund is an investment fund focusing on small-cap Eastern European equities. Lev Svoboda is the senior portfolio manager for the Galina Fund, which employs its own traders. Svoboda gives head trader Mislav Varga an order for ...
Please explain the difference between stress testing and scenario analysis in detail.