金程問(wèn)答
老師好，這道題我明白為什么選B，想問(wèn)一下A錯(cuò)在哪里？ R16，第二個(gè)case Mackenzie Educatio
請(qǐng)問(wèn)R18原版書例題8第1題，答案為什么沒有提到unexpected risks增長(zhǎng)了？
R18原版書例題5第3題，Cash has a low correlation with other assets，it will contribute to an increase in active risk.請(qǐng)問(wèn)這句話怎么理解？
老師，從沖刺筆記上冊(cè)182頁(yè)例題，是否能給沖刺筆記173頁(yè)的表格增加一條總結(jié)：fundamental investor‘s performance is attributed to either alpha skills or idiosyncratic risks. 而quantitative investor’s performance is attributed to exposure to rewarded factors. 老師，您覺得，拋開例題，以上兩條對(duì)比我理解的對(duì)嗎？
請(qǐng)問(wèn)沖刺筆記上冊(cè)179頁(yè)，為什么stock picking不是alpha？
老師在權(quán)益官網(wǎng)題講解review中的PDF文件在哪可以下載？
精 R18原版書例題1，請(qǐng)問(wèn)老師能不能結(jié)合材料給講講該怎么答？感覺答案太簡(jiǎn)單了
老師，能否給講解一下R17原版書例題5？感覺對(duì)factor timing掌握的很機(jī)械
請(qǐng)問(wèn)R18原版書例題10第1題答案說(shuō)Adding the ability to leverage nagative as well as positive research insights should improve the transfer coefficient. 為什么TC會(huì)改善？
請(qǐng)問(wèn)R18原版書例題10第2題的答案最后一段，怎么理解？
請(qǐng)問(wèn)R18原版書例題8第2題的satellite managers是什么意思？
請(qǐng)問(wèn)R18計(jì)算資產(chǎn)的幾何收益率公式中的杠桿是怎么計(jì)算的？
請(qǐng)問(wèn)R18原版書例題7第2題，The Isaac strategy will not be constrained until the portfolio reaches about 1 billion in size這句話怎么理解？
請(qǐng)問(wèn)R18原版書例題6第1題怎么理解？
R18，請(qǐng)問(wèn)idiosyncratic risk是不是就是unexplained risk ？
程寶問(wèn)答
