time-horizon

Learning objectives: Describe practical issues in portfolio construction, including the determination of an appropriate risk aversion, aversions to specific risks, and proper alpha coverage. Describe portfolio revisions and rebalancing, and analyze the tradeoffs between alpha, risk, transaction...

Learning objectives: Discuss the history of climate change-related risks for the financial sector including the Paris Agreement (2015) and distinguish the significance of Article 2.1 c as it pertains to the financial system. Distinguish the causes of potential mispricing of climate change risk...

Hi On page 121 in the market risk book, "The number $1.7486 million is the 10-day VaR on a 99% confidence level. This means that on average once in a hundred 10-day periods (so once every 1,000 days) this VaR number of $1. 7486 million will be exceeded. If we have roughly 250 trading days in a...

Concept: These on-line quiz questions are not specifically linked to learning objectives, but are instead based on recent sample questions. The difficulty level is a notch, or two notches, easier than bionicturtle.com's typical question such that the intended difficulty level is nearer to an...