Junior Quantitative Research Analyst Interview Questions

2,814 junior quantitative research analyst interview questions shared by candidates

Three assets A, B, and C with Sharpe ratios of 1, 2, and 3. Now construct a portfolio D as a linear combination of A, B, and C. What is the largest potential Sharpe ratio for D? Derive an expression for the optimal weights for A, B, and C.
avatar

Quantitative Researcher

Interviewed at Tanius Technology

4
Dec 30, 2020

Three assets A, B, and C with Sharpe ratios of 1, 2, and 3. Now construct a portfolio D as a linear combination of A, B, and C. What is the largest potential Sharpe ratio for D? Derive an expression for the optimal weights for A, B, and C.

Viewing 1711 - 1720 interview questions

Glassdoor has 2,814 interview questions and reports from Junior quantitative research analyst interviews. Prepare for your interview. Get hired. Love your job.