備考FRM考試中，還有什么事情是需要考生重點掌握的，那就是FRM二級公式了，因為在FRM考試中是由大量的計算題的，是需要用到公式的。因此備考的你一定要掌握，千萬不能忽視！

下面是小編列舉的相關FRM二級公式，希望對你有所幫助！

How to use MVaR:

? Obtain the optimal portfolio: equate the excess return/MVaR ratios of all portfolio positions.

? Obtain the lowest portfolio VaR: equate just the MVaRs of all portfolio positions. Incremental VaR: change in VaR from the addition of a new position in a portfolio.

Component VaR: amount of risk a particular fund contributes to a portfolio of funds.

Time-Weighted and Dollar-Weighted Returns：

Dollar-weighted rate of return: the internal rate of return (IRR) on a portfolio taking into account

all cash inflows and outflows.

Time-weighted rate of return: measures compound growth. It is the rate at which $1 compounds over a specified time horizon.

Fama-French Model：【資料下載】點擊下載GARP官方FRM二級練習題

Explains asset returns based on:

? Traditional capital asset pricing model (CAPM) market risk factor.

? Factor that captures size effect (SMB or small cap minus big cap).

? Factor that captures value/growth effect (HML or high book-to-market value minus low book-to- market value).

Momentum effect: long winners and short losers (WML or winners minus losers). This strategy has outperformed both size and value/growth effects; however, it is subject to crashes.

如果想要獲得更多關于FRM考試的相關公式，點擊在線咨詢或者添加融躍老師微信（rongyuejiaoyu）！