SOA Exam 6
- What's the difference between short selling and buying on margin?
- What is the efficient frontier and how is it identified?
- What are the assumptions used in the CAPM (Capital Asset Pricing
- What are the 3 forms of the Efficiency Market Hypothesis?
- What are some market anomalies (that contradict the Efficiency Market
- What are bond features that affect interest rate risk?
- What's the difference between modified duration and effective duration?
- What are the factors that affect risk premium?
- What are the theories that explain the shapes of the yield curve?
- Define spot rate, forward rate, short rate, and YTM (Yield-To-Maturity).
- Compare CAPM and APT (Arbitrage Pricing Theory) Model.
- What are the advantages/disadvantages of using index models?
- What are the advantages/disadvantages of international investing?
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Feb 3, 2004