金程問(wèn)答
這里B問(wèn)題的答案和老師的講解不一致啊
老師，最后一個(gè)reading里的年數(shù)計(jì)算為何有時(shí)是年份相減+1，有時(shí)又不加呢？考試的時(shí)候需要加么
老師，基金產(chǎn)品投資公司，公司高管購(gòu)買(mǎi)基金產(chǎn)品為何會(huì)產(chǎn)生利益沖突？公司購(gòu)買(mǎi)基金產(chǎn)品呢？
最后一題，fastest-growing 、slowest-growing是什么意思?。繛槭裁磗lowest-growing是1
liquidity factor
packeting是manager用還是index提供者用
beta是factor的weight嗎？rewarded factor timing是不是從多因子分解的角度(從alpha中)看不出來(lái)？因?yàn)闊o(wú)法知道factor的weight是多少？
等權(quán)重指數(shù)是否開(kāi)始確定了成分后面不需要啊調(diào)整？那一開(kāi)始是怎么選的呢？
為什么拆股之后要調(diào)整分母？t=1時(shí)間依然是三只股票吧？
第六題如何理解
我能說(shuō)這個(gè)momentum是負(fù)的說(shuō)明是左側(cè)交易，跟cc不一樣么
第三題，怎么只用考慮流動(dòng)性的特征啊，，，其他兩點(diǎn)不用考慮么
什么是concentration lvl
第三題C為什么是對(duì)的？不是高價(jià)股權(quán)重會(huì)高嗎
老師，您好，high incentive fee可以導(dǎo)致收益波動(dòng)增大，為啥，comments的higher fees為啥不對(duì)呢，謝謝啦/題目如下：Noting that MFC has two managers who use the same index as their benchmark, Shaw observes that Fund A and Fund B have similar Active Share and a similar number of positions, but Fund A’s realized active risk of 7% is almost three times greater than that of Fund B. Shaw makes the following comments:/ I think Fund B makes a lot of sector bets./ Fund A likely has higher fees than Fund B / Fund A should have a greater dispersion of returns about the benchmark.
程寶問(wèn)答
