dynamic-risk-factors

  1. Nicole Seaman

    P2.T9.20.4. Factors: rebalancing, style and more volatility risk

    Learning objectives: Assess methods of mitigating volatility risk in a portfolio and describe challenges that arise when managing volatility risk. Explain how dynamic risk factors can be used in a multifactor model of asset returns, using the Fama French model as an example. Compare value and...
    • Nicole Seaman
    • Thread
    • asset-returns dynamic-risk-factors fama-french-model momentum-investment-strategies multifactor-models value-investment-strategies volatility-risk
    • Replies: 0
    • Forum: FRM® Practice Questions
  2. Nicole Seaman

    P2.T8.703. Value, size and momentum investing (Andrew Ang)

    Learning objectives: Assess methods of mitigating volatility risk in a portfolio, and describe challenges that arise when managing volatility risk. Explain how dynamic risk factors can be used in a multifactor model of asset returns, using the Fama-French model as an example. Compare value and...
    • Nicole Seaman
    • Thread
    • ang dynamic-risk-factors fama-french-model mitigating-volatility-risk momentum-investing multi-factor-model-of-asset-returns return-profile risk-profile volatility-risk
    • Replies: 0
    • Forum: FRM® Practice Questions
Top