Time Weighted Return
Time weighted return (“TWR”) is a method of calculating portfolio returns via linking... Read More
Reading 23: Overview of Equity Portfolio Management
Los 23 a: Describe the roles of equities in the overall portfolio
Los 23 b: Describe how an equity manager’s investment universe can be segmented
Los 23 e: Describe rationales for equity investment across the passive–active spectrum
Reading 24: Passive Equity Investing
Los 24 a: Discuss considerations in choosing a benchmark for a passively managed equity portfolio
Los 24 b: Compare passive factor-based strategies to market-capitalization-weighted indexing
Los 24 c: Compare different approaches to passive equity investing
Los 24 f: Explain sources of return and risk to a passively managed equity portfolio
Reading 25: Active Equity Investing: Strategies
Los 25 a: Compare fundamental and quantitative approaches to active management
Los 25 b: Analyze bottom-up active strategies, including their rationale and associated processes
Los 25 c: Analyze top-down active strategies, including their rationale and associated processes
Los 25 d: Analyze factor-based active strategies, including their rationale and associated processes
Los 25 e: Analyze activist strategies, including their rationale and associated processes
Los 25 f: Describe active strategies based on statistical arbitrage and market microstructure
Los 25 g: Describe how fundamental active investment strategies are created
Los 25 h: Describe how quantitative active investment strategies are created
Los 25 i: Discuss equity investment style classifications
Reading 26: Active Equity Investing: Portfolio Construction
Los 26 b: Discuss approaches for constructing actively managed equity portfolios
Los 26 d: Discuss the application of risk budgeting concepts in portfolio construction
Los 26 g: Evaluate the efficiency of a portfolio structure given its investment mandate
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2021-03-24
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2021-03-18
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2021-02-18
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2021-02-13
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2021-01-27
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2021-01-14
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2021-01-07
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