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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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sources of fund return and risk:
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put call parity:
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leverage ratio:
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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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