Recent content by Tania Pereira

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Thank you @emilioalzamora1!

Hi @David Harper CFA FRM, please what difference in CLN, CDS and TRS? Thank you.

Hi David, could you help me solve this question? 72/ garp 2016. An analyst regresses the returns of 100 stocks against the returns of a major market index. The resulting pool of 100 alphas has a residual risk of 18% and an information coefficient of 9%. If the alphas are normally distributed...

Thank You!

Hi, i would like to see the bootstrap method in a spreadsheet.w Where i found it? Can someone share?

Thank you!

Hi, could someone explain more about it? What to say about convexity effect in this case?

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Hi David!what happen in WCDR (t,x) if ro is equal 1? Is it make sense?

Hi Harper,I would like to see the demonstration of V = w/ (1-a-b). Do you have this demonstration or paper about it? I would like to know how this formula was developed. Thanks

Hi, I do not have permission to download anything other than the samples. I have professional level access to both levels I and II. tks

Please, i didn't understand the number 9 (year) in the equation of V@R. Please, could someone explain the answer V@R = ...*9