r square
contrarian
老師，基金產(chǎn)品投資公司，公司高管購買基金產(chǎn)品為何會產(chǎn)生利益沖突？公司購買基金產(chǎn)品呢？
老師，您好，factor-based在什么時(shí)候是表現(xiàn)分散，什么時(shí)候表現(xiàn)concentration？謝謝啦
ppt69的portfolio construction這個段落里面提到的expected portfolio alpha 或information ratio以及risk models能解釋一下嗎，視頻沒有講。
老師，我想問一下考試怎么區(qū)分是distressed secutities還是deep value，我弄不太清楚
老師，請問我highlight黃色部分除以0.15%，來自于題干的哪句話？謝謝
active factor weighting
etf的流動性比mutual fund更強(qiáng)嗎？
原版書Reading17、example 5, solution 1,price reversal為什么是相反關(guān)系？我看看圖看不明白，麻煩老師解釋一下，謝謝
model overfitting 是什么意思
Contribution to active variance is a function of active risk not absolute standard deviation
market 對應(yīng)的0.99和1.05是什么意思？
XTZZ applies its analysis in a manner in which the originally reported data exist as a lagged factor until the revised data become available. This approach differentiates XTZZ from funds that use only the “clean” data, which ignore the initially reported data values. 我的理解這里是說XTZZ 先用initially reported data， 當(dāng)revised data出來之后再用revised 替換。但是答案的解釋又是相反的，請問怎么理解。謝謝
1. 請問這題答案如何理解，謝謝。2. 什么是back-testing?
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