Caia Level 1

Caia Level 1 Formulas

Caia Level 1 Formulas

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Set of flashcards Details

Flashcards	98
Language	English
Category	Finance
Level	Other
Created / Updated	10.02.2016 / 14.08.2022
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simple linear regression based on CAPM:

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multi-factor regression model:

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Fama-French 3-factor model:

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expected return for 2-asset portfolio:

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variance of 2-asset portfolio:

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portfolio standard deviation:

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expected return for 3-asset portfolio:

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generalized portfolio expected return:

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generalized portfolio variance:

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hurdle rate:

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marginal risk contribution:

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total portfolio risk:

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volatility-based weights:

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notional futures contract value for hedging:

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number of futures contract needed to hedge:

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Simple interest

Keyboard commands:

= turn,

= for-/backward,

= scroll

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Geometric mean return using simple interest rates:

Keyboard commands:

= turn,

= for-/backward,

= scroll

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Geometric mean return using continuously compounded rates:

Keyboard commands:

= turn,

= for-/backward,

= scroll

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Arithmetic mean log return:

Keyboard commands:

= turn,

= for-/backward,

= scroll

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Mean of the distribution:

Keyboard commands:

= turn,

= for-/backward,

= scroll

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Variance of the distribution:

Keyboard commands:

= turn,

= for-/backward,

= scroll

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Sample mean:

Keyboard commands:

= turn,

= for-/backward,

= scroll

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Sample Variance:

Keyboard commands:

= turn,

= for-/backward,

= scroll

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Sample standard deviation:

Keyboard commands:

= turn,

= for-/backward,

= scroll

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Skewness of the distribution:

Keyboard commands:

= turn,

= for-/backward,

= scroll

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Kurtosis of the distribution:

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Variance of a 2-asset portfolio:

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Target semi-standard deviation:

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Target semi-variance:

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semi-standard deviation:

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