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雷达卡
现把回顾总结如下，希望对各位LIII candidate 有益：
1、 About GIPS: time-weighted, or asset-weighted, beginning-of-period value or end-of-period value, balanced composite, benchmark, etc
2、 Compare between Asset-only management and asset liability management
3、 Two methods in best execution , what’s their weaknesses in respect?
4、 Calculation on Protective put, covered call ,and collar option as well as they payoff diagram. Calculation on total return swap, number of future needed to hedge, delta positive or negative.
5、 Calculation and definition of Var, the difference between var and standard deviation, the strengths of the Var, the relations between Var and probability and time horizone
6、 Time series, judge if positive or negative corrlation using DW,
7、 Calculation of standard deviation of domestic currency, the currency contribution, will the currency contribution getting larger or smaller as the time passes
8、 The difference of foundation and defined benefit plan concerning their time horizon, return objective, risk tolerance, etc.
9、 Calculation of economic surplus, what’s the change of dollar economic surplus if interest rate rise certain points.
10、 Hurdle rate in emerging market analysis. Why sometimes hurdle rate is low? The influence of inflation on commodity future and the relationship between commodity future and conservative security.
11、 Aimr’s Ethic standard handbook and Aimr’s manager standard handbook
12、 Economic leading indicator, such as unemployment rate and retail sales, impact on bond market and stock market.
13、 Spread duration and effective duration
14、 The immunization strategy, what kind of bond face the least immunization risk, terminal value of strategy using certain minimal accepted rate of return.
15、 Asset allocation using Mean-variance method. Choose appropriate adjacent corner portfolios according to the market expectation and investor’s return objective and give reasons
16、 Calculation and explanation of commission cost, price cost, time cost, opportunity cost, and total trading cost.
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