Role of Fixed Income in a Portfolio
Fixed income is also known as debt securities. It is one of the... Read More
Reading 5: Overview of Asset Allocation
-f. Explain the use of risk factors in asset allocation and their relation to traditional asset class–based approaches;
-g. Select and justify an asset allocation based on an investor’s objectives and constraints;
-h. Describe the use of the global market portfolio as a baseline portfolio in asset allocation;
-j. Discuss strategic considerations in rebalancing asset allocations;
Reading 6: Principles of Asset Allocation
-a. Describe and critique the use of mean–variance optimization in asset allocation;
-b. Recommend and justify an asset allocation using mean–variance optimization;
-c. Interpret and critique an asset allocation in relation to an investor’s economic balance sheet;
-d. Discuss asset class liquidity considerations in asset allocationl;
-h. Describe the use of investment factors in constructing and analyzing an asset allocation;
-i. Recommend and justify an asset allocation based on the global market portfolio;
-j. Describe and evaluate characteristics of liabilities that are relevant to asset allocation;
-k. Discuss approaches to liability-relative asset allocation;
-l. Recommend and justify a liability-relative asset allocation;
-m. Recommend and justify an asset allocation using a goals-based approach;
-n. Describe and critique heuristic and other approaches to 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.