老師,請問Mock2下午33題答案解析這句話是不是寫錯了:Blue Star Fund participates 90% in the upside market and lags by only 10% in the downside market, creating an opportunity for more upside potential.
CFA 網(wǎng)站上有道題計算opportunity cost: Morrison has been working on executing a sell order to liquidate shares in Acme Industrials (ACME). The closing price on Tuesday was $79.90. Morrison received the order from Wright before the market open on Wednesday morning to sell 50,000 ACME shares with a day limit of $80.00. No part of the order is filled on Wednesday, and the stock closes the day at $79.60. On Thursday morning, Morrison instructed a new day order to sell the 50,000 shares at $79.50; 30,000 shares were sold at $79.50 per share, with resulting commissions and fees for the trade of $0.02 per share. Shares for ACME closed the day Thursday at a price of $79.40 per share. No further attempts were made to sell the unfilled 20,000 shares, which were canceled. 答案是 Opportunity cost = 50,000 – 30,000 = 20,000 × ($79.90 – $79.50) = $8,000. 我覺得是錯的,應該是 (79.9-79.4)*20,000 是 決策價格和收盤價的差價。
這個題選項沒有wml 如果有的話 wml是不是比smb對active return貢獻更小呢?
老師,您好,原版書課后題reading 27的第8題,能否解答下?
什么題目情況下是使用bhb模型
老師您好,r27 example 1的第二問能解釋下嗎,看不太懂
老師,您好,原版書reading 27的example 3第二問的A選項錯在哪里?HBSA更容易發(fā)現(xiàn)style drift,那對于high-turnover strategy的不是應該效果更好嗎?
請問涉及均值回歸時,選擇基金經(jīng)理的兩類錯誤是不是原版書有勘誤?如果是原版書有誤的話,這道官網(wǎng)題是不是也不能按照圖中的答案解答了?
Trading金程PPT,第183頁,為什么B選項不對?
Trading 課后題 reading 25 第25題,暗池交易完成以后,成交和數(shù)量是只有成交雙方知道?還是全部暗池參與者都知道呢?
老師您好,課后題167頁22題:Delay cost=(下單價格-決策價格)*execution number?答案中為什么用(下單價格-開盤價)*execution number?
老師,由于我沒有實務操作過,能解釋一下這里的大概流程嗎?find manager 找trader 進行交易,trader找broker進行下單,請問交易執(zhí)行的流程中trader和 broker分別做哪些工作以及他們是如何對接的?
請問第8題到底是什么意思?
關于業(yè)績評價的收益分割里,為什么說S和E的相關性越高越好最好等于1?兩位老師講的都沒聽懂。
R27課后題第35題麻煩解釋一下,答案沒看懂
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