by admin | Aug 20, 2012 | CFA exams, CIPM, CIPM expert, CIPM Principles, composite dispersion, external dispersion, internal dispersion, Standard Deviation, statistics, TI BA II Plus, tracking error
Last week I taught our CIPM prep classes for the Principles and Expert Levels, and the commonly asked question about the fastest way to do standard deviation came up.I will take this opportunity to refer to an old blog post (found here) that covered how to this using...
by admin | Oct 4, 2011 | CIPM, CIPM expert, CIPM Principles, composite dispersion, external dispersion, GIPS, internal dispersion, Standard Deviation, TI BA II Plus, tracking error
CIPM candidates are required to be able to calculate standard deviations for several purposes, including:the dispersion of annual portfolio returns within a composite (internal dispersion)the variability of a composite’s past 36 months of returns (external...
