CFA Level 3 | Singer-Terhaar Model

Автор: Fabian Moa, CFA, FRM, CTP, FMVA

Загружено: 2026-01-04

Просмотров: 242

Описание: For more resources on the CFA program, visit https://www.fabianmoa.com.

CFA Level 3
Topic: Asset Allocation
Module: Capital Market Expectations, Part 2: Forecasting Asset Class Returns

In this video, we cover the Singer-Terhaar Model, that is used to estimate the expected return and/or the risk premium of an asset class.

Take note of the correlation value under the scenarios of perfect integration and complete segmentation.

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CFA Level 3 | Singer-Terhaar Model

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