這樣計(jì)算正確嗎？不需要考慮ABCD之間的相關(guān)系數(shù)嗎？題上也沒給出相關(guān)系數(shù)
老師，劃問號(hào)的這句話怎么理解？謝謝
select high turnover
老師，active share專指idiosyncratic 部分風(fēng)險(xiǎn)的來源么？考試時(shí)能這樣映射么？
老師，這里橫縱坐標(biāo)中mkt和mkt不應(yīng)該是1嗎？怎么是0.00109
老師，個(gè)股與組合的協(xié)方差，乘以權(quán)重，等于個(gè)股的風(fēng)險(xiǎn)貢獻(xiàn)絕對(duì)值？
課后題R18第6題
和指數(shù)相關(guān)系數(shù)低為什么一定就系數(shù)??？系數(shù)是因子和portfolio關(guān)系吧？
老師，您好，增加一個(gè)portfolio降低原來composite 的active risk ，只考慮相關(guān)性嗎，不考慮portfolio本身的active risk嗎？怎么思考呀，謝謝啦
老師，您好，這個(gè)題怎么思考呀，問題如下，謝謝啦，The fund in Exhibit 3 that is most consistent with Quint’s requirements is: Ash. Blue. March.
老師，您好，為啥不是return-oriented，答案也說了有這個(gè)。問題：From Exhibit 2, MultiFAK’s primary strategy is most likely: risk reduction. diversification. return oriented./答案A is correct. MultiFAK uses a risk reduction strategy. It overweights low volatility (31% versus 28%), which is a risk reduction approach; underweights momentum (14% versus 17%), which is a return-oriented approach; and uses fewer securities (91 versus 100) overall than the index, which is not a diversification approach.
老師，您好，第二題可以從data問題來寫嗎，例如unstructured data may need adjusted, especially deal with outliers ten years data may be need revised to be good for different time window,謝謝啦
老師，請(qǐng)問active share為什么要除2，多1少1偏離了2，除了以后就變1了，不是少了嗎？？
老師，這題聽不明白，解析里直接把w1w2變成1-1是什么意思？？
neutralized時(shí)候，選股變化是權(quán)重變化，不就是facor weight變化？？為什么這項(xiàng)=0？
程寶問答
金程問答