金程問(wèn)答
第2題A選項(xiàng)，為什么偏向value，老師說(shuō)基本面的都是value是嗎
第3題，成分股越多在不考慮交易成本時(shí)，trackingerror不是越低嗎
精 第8題writing covered call不是short coveredcall么
請(qǐng)問(wèn)答案為什么說(shuō)A基金用到了GARP？
managerC為什么是discretionary？
老師，這道題我雖然猜對(duì)了，但是答案看不懂，麻煩講講
請(qǐng)問(wèn)Fund 2為什么不算Bottom-up approach ？
老師，這道題我覺(jué)得三個(gè)選項(xiàng)都沒(méi)法選?。?
老師，對(duì)于這道題，請(qǐng)問(wèn)材料中提到的“a single-factor”model中提到了factor exposure is fully neutralized。請(qǐng)問(wèn)單個(gè)factor做到netralized，是什么意思？
老師，麻煩您給解釋一下下邊兩句話(huà)，謝謝： 1. In a single-factor model, if the factor exposure is neutralized, the active risk will be entirely attributable to the Active Share--a consequence of the manager deviating from benchmark weights. 2. The active risk attributed to Active Share will be smaller for more diversified portfolios with lower idiosyncratic risk.
標(biāo)黃色的這句話(huà)怎么理解
為什么fundamental weighting認(rèn)為市場(chǎng)無(wú)效？
Fundamental weighting’s intended advantage is overweighting stocks priced below intrinsic value and underweighting overpriced stocks.這句話(huà)怎么理解？
Lisette Langham Case Scenario官網(wǎng)題，為什么因?yàn)椤癶igh covariance with the present fund”就可以進(jìn)行判斷了？
老師，這道題為什么alpha=performance in excess of the risk-free rate - 0.75% ？難道不應(yīng)該是active return - 0.75%嗎？
程寶問(wèn)答
