怎么判斷是找絕對(duì)值最小，還是正負(fù)號(hào)也要考慮進(jìn)去呀
這里是不是不對(duì)，base fee是在期末的基礎(chǔ)上算的，不是期初
(-0.23%) 23 bps were lost because the manager overweighed the corporate sector during a period when credit spreads widened (the benchmark corporate returns in each duration bucket were less than the government returns in those same duration buckets). - 為什么Benchmark Corporate returns < Govt returns 就說明credit spread wider ？
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.”弱弱的問下，對(duì)沖基金不應(yīng)該都是做市場化的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)解析沒太看明白。是說對(duì)稱的績效結(jié)構(gòu)會(huì)有更大風(fēng)險(xiǎn)？
這道題沒明白?？冃зM(fèi)怎么降低波動(dòng)率
這道題完全沒聽懂。什么意思??？這樣的風(fēng)險(xiǎn)怎么反應(yīng)的。念答案都沒聽懂…
179頁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
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金程問答