金程問(wèn)答
這里寫(xiě)long time horizon is good for reverting from loss,可以嗎
在這里，老師說(shuō)optimization是基于海量的歷史數(shù)據(jù)得到指數(shù)收益率與各個(gè)因子之間的多元回歸模型，再通過(guò)模擬相關(guān)性復(fù)制因子來(lái)得到與指數(shù)收益風(fēng)險(xiǎn)變動(dòng)一致的portfolio;但是沖刺筆記里面說(shuō)“最優(yōu)化中沒(méi)有用到回歸方法”？？說(shuō)是規(guī)劃求解？到底怎么理解這種方法的步驟？
這里面說(shuō)的stock purchased which has low beta怎么理解，為什么low beta就是風(fēng)險(xiǎn)低？
第四題，現(xiàn)金的收益最低，是2.5，其權(quán)重高于基準(zhǔn)，不應(yīng)該導(dǎo)致其表現(xiàn)低于基準(zhǔn)嗎（Contribution 是怎么得出來(lái)的0.01）？為何不選A
股票市場(chǎng)volatility 與市場(chǎng)回報(bào)率負(fù)相關(guān)。long volatility =short equity,麻煩老師解釋一下原理，并舉個(gè)例子。哪里有對(duì)應(yīng)的題？謝謝
這題怎么判斷是discretionary還是systematic？謝謝
查看解析的時(shí)候題目就不顯示完整了 這要怎么看自己錯(cuò)在哪啊
we can conclude that GESG received a higher－than－ benchmark contribution from its fastest－growing (4
一看解析底下題目就沒(méi)有了，不是個(gè)別現(xiàn)象，是每一個(gè)題
第一題
ETF shares can be bought by investors using margin borrowing; moreover, investors can take short pos
Free-float weighting is a form of capitalization weighting. A cap-weighted index can be thought of a
He is incorrect about the pricing of mutual funds: They are priced once daily.
老師請(qǐng)問(wèn)這題里的drawdown是什么意思
correct. Most multi-factor products are diversified across factors and securities and typically have
程寶問(wèn)答
