老師，您好，有多少種overlay，除了外匯overlay其它都是啥意思，謝謝啦/題干Regulas Funds Invests in a combination of global equity securities from 5–10 different countries. Portfolio weights are adjusted to take advantage of companies that appear to have the best near-term growth prospects.問題：Using Exhibit 1 and the equity selection process of Regulas Funds, the strategy will most likely benefit from: a portfolio overlay. a new benchmark. using annual rebalancing.
請講下本題三個答案
老師，為什么說到風(fēng)險占比是variance而不是segma，謝謝啦/題干如下the portion of total portfolio risk that is explained by the market factor in Fund 1’s existing portfolio is closest to:
cash equitization和pre invest場景有什么區(qū)別？
老師，CFA mock答案是錯的吧，算IS用的是arrival price?謝謝
老師，concentration level是什么呀，在做題中遇到了/題目如下McMahon observes that the benchmark used for the US large-cap equity component is a price-weighted index containing 150 stocks. The benchmark’s Herfindahl–Hirschman Index (HHI) is 0.0286./選項 Based on its HHI, the initial US large-cap benchmark most likely has: a concentration level of 4.29. an effective number of stocks of approximately 35. individual stocks held in approximately equal weights.
老師，您好 股票lender，會保留股票全有的什么權(quán)利，喪失什么權(quán)利呀，謝謝啦
第三題，組合對另類資產(chǎn)的配置比例有什么說法么？這個題有60%，而且A也說了可能沒有那么多可被買的資產(chǎn)為啥還說這個另類的比例沒有問題呢
老師，您好，factor-based在什么時候是表現(xiàn)分散，什么時候表現(xiàn)concentration？謝謝啦
但實際上130/30的策略并沒有降低市場風(fēng)險，更像是一個passive+一個risk neutral
那我這里能說因為有穩(wěn)定的股利，我用股利去做一個abs可以么，用abs募集來的錢繼續(xù)在投資
第二問為什么選A?它有負(fù)債呀
你好，請問這個x=0.428571得意義怎么解讀呢？拆股前除以3還能勉強(qiáng)理解成3只股票得價格平均數(shù)，這個x完全不知道如何理解
collar trigger taxable event
沒太懂，相關(guān)性越高，那不是變化的同步性越高，那按理說區(qū)間應(yīng)該更小啊
程寶問答
金程問答