融跃教育

1. 金融英语--伦理道德部分.mp4

2.金融英语--数量分析.mp4

3.金融英语--经济学.mp4

4.金融英语--财务报表分析.mp4

5.金融英语--公司金融.mp4

6. 金融英语--资产组合管理.mp4

7.金融英语--股权投资.mp4

8. 金融英语--固定收益.mp4

9.金融英语--衍生品.mp4

10. 金融英语--其他类投资.mp4

1.金融数学-指数和对数.mp4

2.金融数学-等比数列.mp4

3.金融数学-统计度量 -1.mp4

3.金融数学-统计度量 -2.mp4

3.金融数学-统计度量 -3.mp4

3.金融数学-统计度量 -4.mp4

3.金融数学-统计度量 -5.mp4

3.金融数学-统计度量 -6.mp4

3.金融数学-统计度量 -7.mp4

4.金融数学-导数.mp4

5.金融数学-货币的时间价值 -1.mp4

5.金融数学-货币的时间价值 -2.mp4

5.金融数学-货币的时间价值 -3.mp4

5.金融数学-货币的时间价值 -4.mp4

How to Pass the Level I Exam

SS1_R1_M1_Ethics and Trust in the Investment Profession

SS1_R2_M1_Code and Standards

SS1_R3_M1_Standard IA B

SS1_R3_M2_Standard IC D

SS1_R3_M3_Standard II

SS1_R3_M4_Standard IIIA B

SS1_R3_M5_Standard IIIC D E

SS1_R3_M6_Standard IV

SS1_R3_M7_Standard V

SS1_R3_M8_Standard VI

SS1_R3_M9_Standard VII

SS1_R4_M1_Introduction to GIPS

SS1_R5_M1_Global Investment Performance Standards

SS2_R6_M1_EAY and Compounding Frequency

SS2_R6_M2_Calculating PV and FV

SS2_R6_M3_Uneven Cash Flows

SS2_R7_M1_Describing Data Sets

SS2_R7_M2_Means and Variance

SS2_R7_M3_Skew and Kurtosis

SS2_R8_M1_Conditional and Joint Probabilities

SS2_R8_M2_Conditional Expectations and Correlation

SS2_R8_M3_Portfolio Variance Bayes and Counting Problems

SS3_R9_M1_Uniform and Binomial Distributions

SS3_R9_M2_Normal Distributions

SS3_R9_M3_Lognormal Distribution and Simulations

SS3_R10_M1_Central Limit Theorem and Standard Error

SS3_R10_M2_Confidence Intervals and T-distribution

SS3_R11_M1_Hypothesis Tests and Types of Errors

SS3_R11_M2_Tests of Means and p-values

SS3_R11_M3_Mean Differences Difference in Means

SS4_R12_M1_Elasticity

SS4_R12_M2_Demand and Supply

SS4_R13_M1_Perfect Competition

SS4_R13_M2_Monopolistic Competition

SS4_R13_M3_Oligopoly

SS4_R13_M4_Monopoly and Concentration

SS4_R14_M1_GDP Income and Expenditures

SS4_R14_M2_Aggregate Supply and Demand

SS4_R14_M3_Macro Equilibrium and Growth

SS4_R15_M1_Business Cycle Phases

SS4_R15_M2_Inflation and Indicators

SS5_R16_M1_Money and Inflation

SS5_R16_M2_Monetary Policy

SS5_R16_M3_Fiscal Policy

SS5_R17_M1_International Trade Benefits

SS5_R17_M2_Trade Restrictions

SS5_R18_M1_Foreign Exchange Rates

SS5_R18_M2_Forward Exchange Rates

SS5_R18_M3_Managing Exchange Rates

SS6_R19_M1_Financial Statement Roles

SS6_R19_M2_Footnotes Audit and Analysis

SS6_R20_M1_Standards Overview

SS6_R20_M2_Financial Reporting Framework

SS7_R21_M1_Income Statement Overview

SS7_R21_M2_Revenue Recognition

SS7_R21_M3_Expense Recognition

SS7_R21_M4_EPS and Dilutive Securities

SS7_R21_M5_Common Size Income Statements

SS7_R22_M1_Balance Sheet Introduction

SS7_R22_M2_Assets and Liabilities

SS7_R22_M3_Current Assets and Liabilities

SS7_R22_M4_Noncurrent Assets and Liabilities

SS7_R22_M5_Intangible Assets

SS7_R22_M6_Marketable Securities

SS7_R22_M7_Shareholders Equity and Ratios

SS7_R23_M1_Cash Flow Introduction

SS7_R23_M2_Direct and Indirect Methods

SS7_R23_M3_Converting Direct to Indirect

SS7_R23_M4_Free Cashflow and Ratios

SS7_R24_M1_Introduction to Financial Ratios

SS7_R24_M2_Financial Ratios 1

SS7_R24_M3_Financial Ratios Part 2

SS7_R24_M4_DuPont Analysis

SS7_R24_M5_More Financial Ratios

SS8_R25_M1_Cost Flow Methods

SS8_R25_M2_Inventory Systems

SS8_R25_M3_Converting LIFO to FIFO

SS8_R25_M4_Inventory Valuation

SS8_R25_M5_Inventory Analysis

SS8_R26_M1_Capitalization vs. Expensing

SS8_R26_M2_Depreciation

SS8_R26_M3_Impairment and Revaluation

SS8_R26_M4_Fixed Asset Disclosures

SS8_R27_M1_Tax Terms

SS8_R27_M2_DTLs and DTAs

SS8_R27_M3_Deferred Tax Examples

SS8_R27_M4_Change in Tax Rates

SS8_R27_M5_Permanent Differences

SS8_R28_M1_Bond Issuance

SS8_R28_M2_Discount and Premium Bonds

SS8_R28_M3_Issuance Cost Derecognition and Disclosures

SS8_R28_M4_Lease and Pension Accounting

SS9_R29_M1_Reporting Quality

SS9_R29_M2_Accounting Choices and Estimates

SS9_R29_M3_Warning Signs

SS8_R30_M1_Forecasting

SS8_R30_M2_Credit and Equity Analysis

SS10_R31_M1_Stakeholder Management

SS10_R31_M2_Factors Affecting Corporate Governance

SS10_R32_M1_Capital Projects NPV and IRR

SS10_R32_M2_Payback Period Project Rankings

SS10_R33_M1_Weighted Average Cost of Capital

SS10_R33_M2_Project Cost of Capital

SS11_R34_M1_Measures of Leverage

SS11_R35_M1_Working Capital Management

SS12_R36_M1_Markets Assets and Intermediaries

SS12_R36_M2_Positions and Leverage

SS12_R36_M3_Order Execution and Validity

SS12_R37_M1_Index Weighting Methods

SS12_R37_M2_Uses and Types of Indexes

SS12_R38_M1_Market Efficiency

SS12_R39_M2_Foreign Equities and Equity Risk

SS13_R39_M1_Types of Equity Investments

SS13_R40_M1_Industry Analysis

SS13_R40_M2_Pricing Power and Company Analysis

SS13_R41_M1_Dividends Splits and Repurchases

SS13_R41_M2_Dividend Discount Models

SS13_R41_M3_Relative Valuation Measures

SS14_R42_M1_Bond Indentures Regulation and Taxation

SS14_R42_M2_Bond Cash Flows and Contingencies

SS14_R43_M1_Types of Bonds and Issuers

SS14_R43_M2_Corporate Debt and Funding Alternatives

SS14_R44_M1_Bond Valuation and Yield to Maturity

SS14_R44_M2_Spot Rates and Accrued Interest

SS14_R44_M3_Yield Measures

SS14_R44_M4_Yield Curves

SS14_R44_M5_Yield Spreads

SS14_R45_M1_Structure of Mortgage Backed Securities

SS14_R45_M2_Prepayment Risk Nonmortage Backed

SS15_R46_M1_Sources of Returns Duration

SS15_R46_M2_Interest Rate Risk Money Duration

SS15_R46_M3_Convexity Yield Volatility

SS15_R47_M1_Credit Risk and Bond Ratings

SS15_R47_M2_Evaluating Credit Quality

SS16_R48_M1_Forwards and Futures

SS16_R48_M2_Swaps and Options

SS16_R49_M1_Forwards and Futures Valuation

SS16_R49_M2_Forward Rate Agreements and Swap Valuation

SS16_R49_M3_Option Valuation and Put-Call Parity

SS16_R49_M4_Binomial Model for Option Values

SS17_R50_M1_Private Equity and Real Estate

SS17_R50_M2_Hedge Funds Commodities and Infrastructure

SS18_R51_M1_Portfolio Management Process

SS18_R51_M2_Asset Management and Pooled Investments

SS18_R52_M1_Returns Measures

SS18_R52_M2_Covariance and Correlation

SS18_R52_M3_The Efficient Frontier

SS18_R53_M1_Systematic Risk and Beta

SS18_R53_M2_The CAPM and SML

SS19_R54_M1_Portfolio Planning and Construction

SS19_R55_M1_Introduction to Risk Management

SS19_R56_M1_Technical Analysis

SS19_R57_M1_Fintech in Investment Management

How to Pass the Level II Exam

SS1_R1_M1_Code and Standards

SS1_R2_M1_Standard IA B

SS1_R2_M2_Standard IC D

SS1_R2_M3_Standard II

SS1_R2_M4_Standard IIIA

SS1_R2_M5_Standard IIIB C

SS1_R2_M6_Standard IIID E

SS1_R2_M7_Standard IV

SS1_R2_M8_Standard V

SS1_R2_M9_Standard VI

SS1_R2_M10_Standard VII

SS1_R3_M1_Cases

SS2_R4_M1_Linear Regression Introduction

SS2_R4_M2_Hypothesis Tests and Confidence Intervals

SS2_R4_M3_Predicting Dependent Variables and Confidence Intervals

SS2_R4_M4_ANOVA Tables R2 and SEE

SS2_R5_M1_Multiple Regression Introduction

SS2_R5_M2_Hypothesis Tests and Confidence Intervals

SS2_R5_M3_ANOVA and the Ftest

SS2_R5_M4_Coefficient of Determination and Adjusted Rsquared

SS2_R5_M5_Dummy Variables

SS2_R5_M6_Assumptions Heteroskedasticity

SS2_R5_M7_Serial Correlation

SS2_R5_M8_Multicollinearity

SS2_R5_M9_Model Misspecification and Qualitative Dependent Variables

SS2_R6_M1_Linear and Log linear Trend Models

SS2_R6_M2_Autoregressive Models (AR)

SS2_R6_M3_Random Walks and Unit Roots

SS2_R6_M4_Seasonality

SS2_R6_M5_ARCH and Multiple Time Series

SS3_R7_M1_Types of Learning and Overfitting Problems

SS3_R7_M2_Supervised Learning Algorithms

SS3_R7_M3_Unsupervised Learning Algorithms and Other Models

SS3_R8_M1_Data Analysis Steps

SS3_R8_M2_Data Exploration

SS3_R8_M3_Model Training and Evaluation

SS3_R9_M1_Probabilistic Approaches

SS4_R10_M1_Forex quotes Spread and Triangular Arbitrage

SS4_R10_M2_Mark to Market Value and Parity Conditions

SS4_R10_M3_Exchange Rate Determinants Carry Trade and Central Bank Influence

SS4_R11_M1_Growth Factors and Production Function

SS4_R11_M2_Growth Accounting and Influencing Factors

SS4_R11_M3_Growth and Convergence Theories

SS4_R12_M1_Economics of Regulation

SS5_R13_M1_Classifications

SS5_R13_M2_Investments in Financial Assets IFRS 9

SS5_R13_M3_Investment in Associates Equity Method Pt1

SS5_R13_M4_Investment in Associates Pt2

SS5_R13_M5_Business Combinations Balance sheet

SS5_R13_M6_Business Combinations Income Stmt

SS5_R13_M7_Business Combinations Goodwill Pt3

SS5_R13_M8_Joint Ventures

SS5_R13_M9_Special Purpose Entities

SS5_R14_M1_Types of plan

SS5_R14_M2_Defined Benefit Plans B S

SS5_R14_M3_Defined Benefit Plans Periodic Cost Pt1

SS5_R14_M4_Defined Benefit Plans Periodic Cost Example Pt2

SS5_R14_M5_Plan Assumptions

SS5_R14_M6_Analyst Adjustments

SS5_R14_M7_Share Based Compensation

SS5_R15_M1_Transaction Exposure

SS5_R15_M2_Translation

SS5_R15_M3_Temporal Method

SS5_R15_M4_Current Rate Method

SS5_R15_M5_Example

SS5_R15_M6_Ratios

SS5_R15_M7_Hyperinflation

SS5_R15_M8_Tax Sales Growth Financial Results

SS5_R16_M1_Financial Institutions

SS5_R16_M2_Capital Adequacy and Asset Quality

SS5_R16_M3_Management Capabilities and Earnings Quality

SS5_R16_M4_Liquidity Position and Sensitivity to Market Risk

SS5_R16_M5_Other factors

SS5_R16_M6_Insurance Companies

SS6_R17_M1_Quality of Financial Reports

SS6_R17_M2_Evaluating Earnings Quality Pt1

SS6_R17_M3_Evaluating Earnings Quality Pt2

SS6_R17_M4_Evaluating Cash Flow Quality

SS6_R17_M5_Evaluating B S Quality

SS6_R18_M1_Framework

SS6_R18_M2_Dupont and Associates

SS6_R18_M3_Asset Base and Capital Structure

SS6_R18_M4_Capital Allocation

SS6_R18_M5_Earnings Quality and Cash Flow Analysis

SS6_R18_M6_Market Value Decomposition

SS7_R19_M1_Cash Flow Estimation

SS7_R19_M2_Evaluation of Projects and Discount Rate Estimation

SS7_R19_M3_Real Options and Pitfalls in Capital Budgeting

SS7_R20_M1_Theories of Capital Structure

SS7_R20_M2_Factors affecting Capital Structure

SS7_R21_M1_Theories of Dividend policy

SS7_R21_M2_Stock Buybacks

SS8_R22_M1_Global Variations in Ownership Structures

SS8_R22_M2_Evaluating ESG Exposures

SS8_R23_M1_Merger Motivations

SS8_R23_M2_Defense Mechanisms and Antitrust

SS8_R23_M3_Target Company Valuation

SS8_R23_M4_Bid Evaluation

SS9_R24_M1_Equity Valuation Applications and Processes

SS9_R25_M1_Return Concepts

SS10_R26_M1_Forecasting Financial Statements

SS10_R26_M2_Competitive Analysis and Growth Rate

SS10_R27_M1_DDM Basics

SS10_R27_M2_Gordon Growth Model

SS10_R27_M3_Multiperiod Models

SS11_R28_M1_FCF Computation

SS11_R28_M2_Fixed and Working Capital Computation

SS11_R28_M3_Net Borrowings and Variations of Formulae

SS11_R28_M4_Example

SS11_R28_M5_FCF Other Aspects

SS11_R29_M1_P E Multiple

SS11_R29_M2_P B Multiple

SS11_R29_M3_P S and P CF Multiple

SS11_R29_M4_EV and Other Aspects

SS11_R30_M1_Residual Income Defined

SS11_R30_M2_Residual Income computation

SS11_R30_M3_Constant growth model for RI

SS11_R30_M4_Continuing RI

SS11_R30_M5_Strengths Weaknesses

SS11_R31_M1_Private Company Basics

SS11_R31_M2_Income Based Valuation

SS11_R31_M3_Market Based Valuation

SS11_R31_M4_Valuation Discounts

SS12_R32_M1_Spot and Forward Rates Pt1

SS12_R32_M2_Spot and Forward Rates Pt2

SS12_R32_M3_Swap Rate Curve

SS12_R32_M4_Spread Measures

SS12_R32_M5_Term Structure Theory

SS12_R32_M6_Interest Rate Models

SS12_R33_M1_Binomial Trees Pt1

SS12_R33_M2_Binomial Trees Pt2

SS13_R34_M1_Types of Embedded Option

SS13_R34_M2_Valuing Bonds with Embedded Options Pt1

SS13_R34_M3_Valuing Bonds with Embedded Options Pt2

SS13_R34_M4_Option Adjusted Spread

SS13_R34_M5_Duration

SS13_R34_M6_Key Rate Duration

SS13_R34_M7_Capped and Floored Floaters

SS13_R34_M8_Convertible Bonds

SS13_R35_M1_Credit Risk Measures

SS13_R35_M2_Analysis of Credit Risk

SS13_R35_M3_Credit Scores and Credit Ratings

SS13_R35_M4_Structural and Reduced Form Models

SS13_R35_M5_Credit Spread Analysis

SS13_R35_M6_Credit Spread

SS13_R35_M7_Credit Analysis of Securitized Debt

SS13_R36_M1_CDS Features and Terms

SS13_R36_M2_Factors Affecting Pricing

SS13_R36_M3_CDS Usage

SS14_R37_M1_Pricing and Valuation concepts

SS14_R37_M2_Pricing and Valuation of Equity

SS14_R37_M3_Pricing and Valuation of Fixed Income

SS14_R37_M4_Pricing FRAs

SS14_R37_M5_Valuation of FRAs

SS14_R37_M6_Pricing and valuation of Currency Contracts

SS14_R37_M7_Pricing and valuation interest rate swaps

SS14_R37_M8_Currency swaps

SS14_R37_M9_Equity swaps

SS14_R38_M1_The Binomial Model

SS14_R38_M2_Two Period Binomial and Put Call Parity

SS14_R38_M3_American options

SS14_R38_M4_Hedge Ratio

SS14_R38_M5_IR options

SS14_R38_M6_BSM and Swaptions

SS14_R38_M7_Option Greeks and Dynamic Hedging

SS15_R39_M1_Introduction and Commercial Property Types

SS15_R39_M2_Valuation Approaches Direct Capitalization and NOI

SS15_R39_M3_Valuation using stabilized NOI Multipliers DCF

SS15_R39_M4_Valuation using cost approach and Sales Comparison

SS15_R39_M5_Due Diligence Indices and Ratios

SS15_R40_M1_Introduction to REOCS and REITS Structures Types

SS15_R40_M2_REIT Valuation NAVPS

SS15_R40_M3_REIT Valuation FFO AFFO DCF

SS15_R41_M1_Valuation Issues

SS15_R41_M2_Exit Routes Costs Risks and Financial Performance Ratios

SS15_R41_M3_Fee and Distribution Calculations

SS15_R41_M4_Venture Capital Funding Single Round

SS15_R41_M5_Venture Capital Funding Multiple Rounds

SS15_R42_M1_Introduction and Theories of Return

SS15_R42_M2_Analyzing Returns and Index Construction

SS16_R43_M1_ETF Mechanics and Tracking Error

SS16_R43_M2_Spreads Pricing Relative to NAV and Costs

SS16_R43_M3_ETF Risks and Portfolio Applications

SS16_R44_M1_Multifactor Models

SS16_R44_M2_Macroeconomic factor models fundamental factor models and statistical factor models

SS16_R44_M3_Multifactor Model Risk and Return

SS16_R45_M1_Value at risk VaR

SS16_R45_M2_Using VaR

SS16_R45_M3_Sensitivity and scenario risk measures

SS16_R45_M4_Applications of Risk Measures

SS16_R45_M5_Constraints and capital allocation decisions

SS17_R46_M1_Valuation and Interest Rates

SS17_R46_M2_The Business Cycle

SS17_R47_M1_Value added by active management

SS17_R47_M2_The Information Ratio vs the Sharpe ratio

SS17_R47_M3_The Fundamental Law

SS17_R47_M4_Active Management

SS17_R48_M1_Explicit and Implicit Trading Costs

SS17_R48_M2_Electronic Trading Systems

SS17_R48_M3_Characteristics and Uses of Electronic Trading Systems

SS17_R48_M4_Risks and Surveillance of Electronic Trading Systems

How to Pass the Level III Exam

SS1_R1_M1_Code and Standards

SS1_R2_M1_Standard IA B

SS1_R2_M2_Standard IC D

SS1_R2_M3_Standard II

SS1_R2_M4_Standard IIIA B

SS1_R2_M5_Standard IIIC D E

SS1_R2_M6_Standard IV

SS1_R2_M7_Standard V

SS1_R2_M8_Standard VI

SS1_R2_M9_Standard VII

SS1_R3_M1_Cases

SS2_R4_M1_Establishing Trust

SS2_R5_M1_The Asset Manager Code

SS2_R6_M1_GIPS overview

SS2_R6_M2_Compliance and data requirements

SS2_R6_M3_Calculation

SS2_R6_M4_Composites

SS2_R6_M5_Disclosures

SS2_R6_M6_Presentation and reporting

SS2_R6_M7_Real estate and private equity

SS2_R6_M8_Wrap fees and advertising

SS2_R6_M9_Verification and AT Reporting

SS2_R6_M10_Evaluating a report

SS3_R7_M1_Traditional Finance v Behavioral Finance

SS3_R7_M2_Utility Theory and Prospect Theory

SS3_R7_M3_Implications

SS3_R8_M1_Cognitive Errors v Emotional Biases

SS3_R8_M2_Emotional Biases

SS3_R9_M1_Classifying Investors

SS3_R9_M2_Implications Clients and Their Portfolios

SS3_R9_M3_Implications Other

SS4_R10_M1_Formulating Capital Market Expectations

SS4_R10_M2_The Trend Rate of Growth

SS4_R10_M3_The Business Cycle

SS4_R10_M4_Monetary and Fiscal Policy

SS4_R11_M1_Forecasting Fixed Income Returns

SS4_R11_M2_Emerging Market Bond Risk

SS4_R11_M3_Forecasting Equity Returns

SS4_R11_M4_The Risk Premium Approach

SS4_R11_M5_Forecasting Real Estate Returns

SS4_R11_M6_Exchange Rate Forecasting

SS4_R11_M7_Volatility Forecasting

SS4_R11_M8_Global Portfolio Adjustments

SS5_R12_M1_Investment Governance

SS5_R12_M2_Economic Balance Sheet

SS5_R12_M3_Approaches to Asset Allocation

SS5_R12_M4_Allocation by Asset Class or Risk Factor

SS5_R12_M5_Example Strategic Asset Allocation

SS5_R12_M6_Other Approaches and Issues

SS5_R13_M1_Basic MVO

SS5_R13_M2_Reverse Optimization Black Litterman Resampling and Other Approaches

SS5_R13_M3_Example

SS5_R13_M4_Issues for Individuals

SS5_R13_M5_A Risk Budgeting Approach

SS5_R13_M6_An ALM Approach

SS5_R13_M7_Goals-based ans Misecaneous Aproaches

SS5_R13_M8_Rebalancing policy

SS5_R14_1_Real World Issues

SS5_R14_2_Adjusting the SAA

SS5_R14_3_Behavioral Issues

SS6_R15_M1_Options Basics

SS6_R15_M2_Synthetic Positions Using Options

SS6_R15_M3_Covered Calls

SS6_R15_M4_Protective Puts

SS6_R15_M5_Options as a Hedge of a Short Position

SS6_R15_M6_Collars

SS6_R15_M7_Straddles

SS6_R15_M8_Spreads

SS6_R15_M9_Delta and Gamma

SS6_R15_M10_Theta and Vega

SS6_R15_M11_Volatility Skew and Smile

SS6_R15_M12_Applications

SS6_R16_M1_Managing IRR—IRS FRA IRF

SS6_R16_M2_Managing Currency Exposure

SS6_R16_M3_Managing Equity Risk

SS6_R16_M4_Derivatives on Volatility

SS6_R16_M5_Derivatives in Portfolio Management

SS6_R17_1_Managing currency exposure

SS6_R17_2_Active strategies fundamentals and technical

SS6_R17_3_Active strategies carry and volatility trading

SS6_R17_4_Implementation and forwards

SS6_R17_5_Implementation and options

SS6_R17_6_More advanced implementation issues

SS7_R18_1_Role of fixed income

SS7_R18_2_Modeling return

SS7_R18_3_Leverage and Tax Issues

SS7_R19_1_LDI Basics

SS7_R19_2_Managing a Duration Gap

SS7_R19_3_Advanced Considerations

SS7_R19_4_Risks

SS7_R19_5_Index based investing

SS7_R19_6_Introduction bullet ladder barbell

SS7_R20_M1_Introduction and Strategies for an Unchanged Curve

SS7_R20_M2_Strategies for Changing Yield Curves

SS7_R20_M3_Adjusting Convexity

SS7_R20_M4_Carry Trades

SS7_R20_M5_Determining an Optimal Strategy

SS7_R20_M6_Using Derivatives to Implement a Yield Curve Strategy

SS7_R20_M7_Using Key Rate Durations to Determine Optimal Strategy

SS7_R20_M8_Inter-Market Curve Strategies and Conclusion

SS8_R21_1_IG versus HY and measuring spread

SS8_R21_2_Top down and bottom up

SS8_R21_3_Liquidity tail and international risks

SS8_R21_4_Structured instruments

SS9_R22_1_Equity Investment Roles

SS9_R22_2_Portfolio Income and Costs Shareholder Engagement Passive Active Management

SS9_R23_M1_Benchmarks

SS9_R23_M2_Approaches to Passive Investing

SS9_R23_M3_Tracking Error Return and Risk

SS10_R24_1_Fundamental vs Quantitative Approaches

SS10_R24_2_Types of Active Management Strategies

SS10_R24_3_Other Strategies

SS10_R24_4_Equity Investment Style Classification

SS10_R25_1_Building Block of Active Equity Portfolio Construction

SS10_R25_2_Active Share and Active Risk

SS10_R25_3_Allocating the Risk Budget

SS10_R25_4_Implicit Cost-Related Considerations in Portfolio Construction

SS10_R25_5_The Well-Constructed Portfolio

SS11_R26_M1_Overview of Hedge Fund Strategies

SS11_R26_M2_Equity Event-Driven and Relative Value Strategies

SS11_R26_M3_Opportunistic Specialist and Multi-Manager Strategies

SS11_R26_M4_Factor Models and Portfolio Impact of Hedge Funds

SS11_R27_M1_Role of Alternative Investments

SS11_R27_M2_Considerations in Allocating to Alternative Investments

SS11_R27_M3_Suitability Approaches Liquidity and Monitoring

SS12_R28_M1_Investment Concerns of Private Clients and Institutions

SS12_R28_M2_Info and Skills Needed When Advising Private Clients

SS12_R28_M3_Formulating Client Goals and Evaluating Risk Tolerance

SS12_R28_M4_Capital Sufficiency Analysis for Client Goals

SS12_R28_M5_Principles of Retirement Planning

SS12_R28_M6_The Investment Policy Statement

SS12_R28_M7_Portfolio Construction

SS12_R28_M8_Portfolio Reporting and Review and Evaluating an Investment Program

SS12_R28_M9_Ethical and Compliance Considerations

SS12_R29_M1_Approaches to taxation

SS12_R29_M2_Accrual and Deferred Capital Gains Taxation

SS12_R29_M3_Annual Wealth and Blended Taxation

SS12_R29_M4_Tax Location

SS12_R29_M5_Aftertax Return and Risk

SS12_R29_M6_More Tax Alpha Strategies

SS12_R30_M1_Estate Planning

SS12_R30_M2_Estimating Core Capital

SS12_R30_M3_Gift vs Bequest

SS12_R30_M4_Other Estate Planning Techniques

SS12_R30_R5_Residence vs. Source Taxation

SS13_R31_M1_Concentrated single asset positions

SS13_R31_M2_Goal based and location

SS13_R31_M3_Strategies for common stock

SS13_R31_M4_Private businesses and real estate

SS13_R31_M5_Comprehensive example

SS13_R32_M1_Human and financial capital

SS13_R32_M2_Risks and Insurance

SS13_R32_M3_Life Insurance

SS13_R32_M4_Annuities

SS13_R32_M5_Comprehensive example and review

SS14_R33_M1_Overview of Institutional Investors

SS14_R33_M2_Pension Funds

SS14_R33_M3_Sovereign Wealth Funds

SS14_R33_M4_University Endowments and Private Foundations

SS14_R33_M5_Banks and Insurers

SS15_R34_M1_Trade Motivations

SS15_R34_M2_Reference Price Benchmarks for Trade Execution

SS15_R34_M3_Trade Execution and Strategy Implementation

SS15_R34_M4_Trade Cost Measurement

SS15_R34_M5_Evaluating Trade Execution

SS15_R35_M1_Performance Evaluation

SS15_R35_M2_Approaches to Return Attribution

SS15_R35_M3_Benchmarking Investments and Managers

SS15_R35_M4_Performance Appraisal

SS15_R36_M1_Manager Selection Process

SS15_R36_M2_Approaches to Manager Analysis

SS15_R36_M3_Evaluating Managers

SS15_R36_M4_Manager ContractsandFees

SS16_R37_M1_Managing Liquidity Risk

SS16_R37_M2_Addressing Liquidity Needs

SS16_R37_M3_Modifying Asset Allocation

SS16_R38_M1_Early Career Stage

SS16_R38_M2_Career Development Stage

SS16_R38_M3_Peak Accumulation Stage

SS16_R38_M4_Early Retirement Stage