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    Why would a Portfolio Manager like High BOOK TO MARKET Securities

    I am studying book 1, CAPM, APT and Fama French three factor model. Under HML (High Minus Low), it is suggested that portfolio manager would hedge Long on High Book to Market ratio and Short on Low Book to Market ratio. My question is why? assume if the book price of Apple is $10 and Market...
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    6 yrs Corp Bank, 10 yrs Credit Card and few moths of Risk Mgmt experience.

    6 yrs Corp Bank, 10 yrs Credit Card and few moths of Risk Mgmt experience.
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    Hello everyone, I am a new joiner and interested in taking FRM part 1 in Nov. Hope to learn a...

    Hello everyone, I am a new joiner and interested in taking FRM part 1 in Nov. Hope to learn a lot from each one of you on my journey.
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