Chapter 1 Flashcards
1
Q
Real Risk Free Rate
A
(1 + Nominal Rate) /
(1 + Inflation Rate)
2
Q
Nom Risk Free Rate
A
(1+Real Risk Free) * (1+Inflation) -1
3
Q
HPR
A
4
Q
Arithmetic Mean
A
5
Q
Geo Mean
A
6
Q
Harmonic Mean
A
7
Q
Time vs Money weighted
Definitions
Inflow before poor perf
Inflow before strong
A
8
Q
Non-Annual Compounding
A
9
Q
EAR
A
10
Q
Components of Interest Rates
A
11
Q
Annualized Returns
A
12
Q
Increase in Compounding Freq increases and decreases what
A
13
Q
PV of future CF
A
14
Q
Continuous Compounding Returns
A
15
Q
Price Relative
A
16
Q
Continuously Compounded Rate for Stated Rcc
A
17
Q
Relationship with Harmonic, Arithmetic, Geo
A
18
Q
Trimmed Vs Winsorized
A
23
Q
Leverage Return Formula 1
A
% return on investors funds.
24
Q
Leverage Return Formula 2
A
