• Introduction to CFA Level III Formula Sheet Equations and Latex Code-Portfolio Management

    rockingdingo 2024-01-30 #Portfolio Management #CFA III #AI course

    In this blog, we will summarize the latex code for equations and the formula sheet of CFA Level III exam- Section Portfolio Management. Topics include important concepts, formulas of portfolio management, including Total Wealth, Weight of risky asset in the portfolio, Effective Annual Rate EAR, Marginal contribution to total risk MCTR, Actual contribution to total risk ACTR, Percentage of risk contributed by position, Ratio of excess return to MCTR, The Fama-French model, Objective function to maximize utility, Expected after tax return of a bond, Expected after tax return of equities, Expected after tax standard deviation, and After tax rebalancing range. Tag: Portfolio Management,CFA III,AI course