Strategic Asset Allocation
Utility and Maximization Strategic asset allocation involves deciding among the various securities within... Read More
Reading 4: Overview of Asset Allocation
Los 4 g: Recommend and justify an asset allocation based on an investor’s objectives and constraints
Los 4 h: Describe the use of the global market portfolio as a baseline portfolio in asset allocation
Los 4 j: Discuss strategic considerations in rebalancing asset allocations
Reading 5: Principles of Asset Allocation
Los 5 a, b: Mean-Variance Optimization – An Overview
Los 5 d: Recommend and justify an asset allocation based on the global market portfolio
Los 5 f: Discuss asset class liquidity considerations in asset allocation
Los 5 i: Describe the use of investment factors in constructing and analyzing an asset allocation
Los 5 j: Describe and evaluate characteristics of liabilities that are relevant to asset allocation
Los 5 k: Discuss approaches to liability-relative asset allocation
Los 5 l: Recommend and justify a liability-relative asset allocation
Los 5 m: Recommend and justify an asset allocation using a goals-based approach
Los 5 n: Describe and evaluate heuristic and other approaches to asset allocation
Los 5 o: Discuss factors affecting rebalancing policy
Reading 6: Asset Allocation with Real-World Constraints
Los 6 b: Discuss tax considerations in asset allocation and rebalancing
Los 6 d: Discuss the use of short-term shifts in asset allocation
Offered by AnalystPrep
Daniel Glyn
2021-03-24
I have finished my FRM1 thanks to AnalystPrep. And now using AnalystPrep for my FRM2 preparation. Professor Forjan is brilliant. He gives such good explanations and analogies. And more than anything makes learning fun. A big thank you to Analystprep and Professor Forjan. 5 stars all the way!
michael walshe
2021-03-18
Professor James' videos are excellent for understanding the underlying theories behind financial engineering / financial analysis. The AnalystPrep videos were better than any of the others that I searched through on YouTube for providing a clear explanation of some concepts, such as Portfolio theory, CAPM, and Arbitrage Pricing theory. Watching these cleared up many of the unclarities I had in my head. Highly recommended.
Nyka Smith
2021-02-18
Every concept is very well explained by Nilay Arun. kudos to you man!
Badr Moubile
2021-02-13
Very helpfull!
Agustin Olcese
2021-01-27
Excellent explantions, very clear!
Jaak Jay
2021-01-14
Awesome content, kudos to Prof.James Frojan
sindhushree reddy
2021-01-07
Crisp and short ppt of Frm chapters and great explanation with examples.