CFA三级考试CFA Level III公式大全Latex代码——Portfolio Management

参考来源: http://www.deepnlp.org/blog/cfa-iii-portfolio-management

Portfolio Management

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
After tax rebalancing range

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