金程問(wèn)答
這個(gè)解釋對(duì)嗎
官網(wǎng)題的解釋中有一句“Hedge funds can hold illiquid assets that are subjectively priced because market-driven prices are not available.”弱弱的問(wèn)下，對(duì)沖基金不應(yīng)該都是做市場(chǎng)化的securities嗎？為什么會(huì)有illiquid asset
為什么封閉式基金流動(dòng)性最好
老師，DEF和ghk的績(jī)效都是在positive performance基礎(chǔ)上，那這兩個(gè)都不會(huì)有ic才對(duì)吧。
老師這個(gè)解析沒(méi)太看明白。是說(shuō)對(duì)稱的績(jī)效結(jié)構(gòu)會(huì)有更大風(fēng)險(xiǎn)？
這道題沒(méi)明白?？?jī)效費(fèi)怎么降低波動(dòng)率
這道題完全沒(méi)聽(tīng)懂。什么意思?。窟@樣的風(fēng)險(xiǎn)怎么反應(yīng)的。念答案都沒(méi)聽(tīng)懂…
179頁(yè)Reading 27課后29題，return based,holding based,transaction based 這三個(gè)是哪個(gè)知識(shí)點(diǎn)來(lái)著？
reading27課后27，為什么不能選ETA？原因如下：eta的離職率屬于中等水平，低于zeta的離職率。eta的績(jī)效獎(jiǎng)金比theta的低，能夠降低connell的成本。
Which of the following types of style analysis use(s) a bottom-up approach to estimate the risk exposures in a portfolio? Returns-based style analysis only Holdings-based style analysis only Both return-based and holdings-based style analysis 所以transaction based的話，也可以是bottom-up對(duì)吧？
Autland Quantitative Case Scenario，提到了holding based attribution 會(huì)有 residual term ，這個(gè)沒(méi)太有印象了，另外兩個(gè)方式也會(huì)有 residual term 嗎？代表的含義和holding based相同嗎
老師假設(shè)2-20，舉個(gè)例子算一下管理費(fèi)可否
reading27課后10題A 選項(xiàng)的open end fund 一般指哪種fund？
交易官網(wǎng)題inflection 最后一題Whose comments at the weekend strategy meeting are most likely accurate? Shui Mulaney Morrison
Chasing Alpha Research Case Scenario 第一題 The most appropriate performance allocation method to evaluate the effectiveness of the big data strategy is: returns-based. holdings-based. transactions-based.
程寶問(wèn)答
