官網(wǎng)題Chasing Alpha 第二題 的官網(wǎng)解析不太理解：A is correct. Given that the fund mandate requirement is for a short-term return in excess of the risk-free rate, the Sortino ratio is a more appropriate measure because it penalizes returns below a specific return—in this case, 1.5% above the risk-free rate.B is incorrect. The Treynor ratio penalizes returns below the risk-free rate. It will not measure the fund’s ability to meet the requirement of a short-term return in excess of the risk-free rate.C is incorrect. The information ratio evaluates the portfolio return relative to a benchmark. It will not measure the fund’s ability to meet the requirement of a short-term return in excess of the risk-free rate.
1.新主題常有嗎？怎么就可持續(xù)了？ 2.錯(cuò)誤定價(jià)怎么不可持續(xù)了？價(jià)值投資不就是在找錯(cuò)誤定價(jià)嘛？ 3.情緒投資是動(dòng)量吧，這不是reawarded factor嘛，怎么就不可持續(xù)了？
Teamwork Advisory, LLC_1 Case Scenario，這個(gè)沒有顯著不等于0是個(gè)怎么理解來著…
這里的decision price是28還是10點(diǎn)的那個(gè)價(jià)格？
curve flatten 是因?yàn)?LT上漲比 ST 上漲的少 - 具體來說
Teamwork Advisory, LLC_1 Case Scenario，這道題為啥不選C，原文中也提到了 benchmarking to determine how the manager performed relative to others with similar styles.，C的解釋也是說relative to a benchmark.
官網(wǎng)，Chasing Alpha Research Case Scenario，statement2，這個(gè)少配醫(yī)療應(yīng)該是beneficial的吧？少配了收益低的，為啥錯(cuò)了呢
reading25課后25題第一問，答案寫成：post trade transactions and quantities will be reported 是正確的嗎？
Q2，B選項(xiàng)是relative的bottom-up approach對嗎？
老師不是m更合適一點(diǎn)嗎
老師這個(gè)題不是很明白
reading25課后第9題對應(yīng)的是哪個(gè)知識(shí)點(diǎn)？在根據(jù)2024年考綱變寫的沖刺筆記的第幾頁？
這里老師說roll return是負(fù)數(shù)的原因是長期債券的利率下降，但是真是情況不是利率上升嗎？不太明白這里roll yield為負(fù)數(shù)能說明什么？
這里投資經(jīng)理不是超配長期債券，猜的是長期利率下跌，但是實(shí)際是長期利率上漲，所以老師這個(gè)圖是不是畫錯(cuò)了，如果畫錯(cuò)了，正確的圖能不能畫一下？
The level of assets the strategy can absorb without a dilution of returns.
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