Caia Level 1

Caia Level 1 Formulas

Caia Level 1 Formulas

98

0.0 (0)

Set of flashcards Details

Flashcards	98
Language	English
Category	Finance
Level	Other
Created / Updated	10.02.2016 / 14.08.2022
Weblink	https://card2brain.ch/box/caia_level_11
Embed	<iframe src="https://card2brain.ch/box/caia_level_11/embed" width="780" height="150" scrolling="no" frameborder="0"></iframe>

simple linear regression based on CAPM:

Log in to view images.

multi-factor regression model:

Log in to view images.

Fama-French 3-factor model:

Log in to view images.

expected return for 2-asset portfolio:

Log in to view images.

variance of 2-asset portfolio:

Log in to view images.

portfolio standard deviation:

Log in to view images.

expected return for 3-asset portfolio:

Log in to view images.

generalized portfolio expected return:

Log in to view images.

generalized portfolio variance:

Log in to view images.

hurdle rate:

Log in to view images.

marginal risk contribution:

Log in to view images.

total portfolio risk:

Log in to view images.

volatility-based weights:

Log in to view images.

notional futures contract value for hedging:

Log in to view images.

number of futures contract needed to hedge:

Log in to view images.

Simple interest

Keyboard commands:

= turn,

= for-/backward,

= scroll

Log in to view images.

Geometric mean return using simple interest rates:

Keyboard commands:

= turn,

= for-/backward,

= scroll

Log in to view images.

Geometric mean return using continuously compounded rates:

Keyboard commands:

= turn,

= for-/backward,

= scroll

Log in to view images.

Arithmetic mean log return:

Keyboard commands:

= turn,

= for-/backward,

= scroll

Log in to view images.

Mean of the distribution:

Keyboard commands:

= turn,

= for-/backward,

= scroll

Log in to view images.

Variance of the distribution:

Keyboard commands:

= turn,

= for-/backward,

= scroll

Log in to view images.

Sample mean:

Tastatur-Befehle:

= drehen,

= vor-/rückwärts,

= scrollen

Melde dich an, um Bilder anzusehen.

Sample Variance:

Tastatur-Befehle:

= drehen,

= vor-/rückwärts,

= scrollen

Melde dich an, um Bilder anzusehen.

Sample standard deviation:

Tastatur-Befehle:

= drehen,

= vor-/rückwärts,

= scrollen

Melde dich an, um Bilder anzusehen.

Skewness of the distribution:

Tastatur-Befehle:

= drehen,

= vor-/rückwärts,

= scrollen

Melde dich an, um Bilder anzusehen.

Kurtosis of the distribution:

Melde dich an, um Bilder anzusehen.

Variance of a 2-asset portfolio:

Melde dich an, um Bilder anzusehen.

Target semi-standard deviation:

Melde dich an, um Bilder anzusehen.

Target semi-variance:

Melde dich an, um Bilder anzusehen.

semi-standard deviation:

Melde dich an, um Bilder anzusehen.

1 / 98