有的考生已经赶在早鸟价报名了12月FRM考试,在报名过后,就是要进行备考了。在备考中,考生遇到一些问题,比如,FRM二级考试公式,备考中真的重要吗?

关于FRM公式,在备考中当然很重要了,因此在实际的考试中是有大量的计算题的,这时候就需要用到FRM公式了。考生在平常一定要掌握一定的量,还需要熟练运用。

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• Screens simply choose assets by ranking alpha.

• Stratification chooses stocks based on screens; includes assets from all asset classes.

• Linear programming attempts to construct a portfolio that closely resembles the benchmark.

• Quadratic programming explicitly considers alpha, risk, and transaction costs.

Factor Risks:

Represent exposures to bad times; must be compensated for with risk premiums. Factor risk principles:

• It is not exposure to the specific asset that matters, rather the exposure to the underlying risk factors. 》》》点我咨询21年FRM备考技巧

• Assets represent bundles of factors, and assets’ risk premiums reflect these risk factors.

• Investors have different optimal exposures to risk factors, including volatility.

Performance Attribution:

Asset allocation attribution equals the difference in returns attributable to active asset allocation

decisions of the portfolio manager.【资料下载】点击下载FRM二级思维导图PDF版

Selection attribution equals the difference in returns attributable to superior individual security selection (correct selection of mispriced securities) and sector allocation (correct over- and underweighting of sectors within asset classes).

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