Sumários
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29 Abril 2021, 14:30 • Rita Sousa
Revision using Last year's Exam Part II
Treynor Black Model
Performance Attribution and Measurement
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22 Abril 2021, 14:30 • Rita Sousa
Modified Dietz Return
Return Offered by the managers
Return captured by the sponsors
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21 Abril 2021, 14:30 • Rita Sousa
Performance Attibution: Conclusion
Performance Measurement with Cash Flows from (and to) the Sponsors
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15 Abril 2021, 14:30 • Rita Sousa
Technical Analysis: Oscilators
RSI = Relative Strenght Index
Stochastics
Parabolic SAR
Directional Movement Index
Performance Attribution:
Total Deviation: Tracking Error
Security Selection Deviation
Asset Allocation Deviation
Currency Effect Deviation