老師好，equity 直播最后一個example 7，這個表格我不太能讀得懂，為什么size coefficient從0.3 變成-0.1 就是大盤股啦？ 為什么0.25 就是value 不是growth？ 是考察的FFM factor based 這個知識點嗎？ 那好像value的coefficient應該是負的？ 麻煩老師講解一下，謝謝
老師，這題麻煩解答下，deep value不應該是bottom up策略嗎？
老師，麻煩講解下官網(wǎng)練習題這個題謝謝
老師麻煩解釋下官網(wǎng)練習題這幾題，謝謝
老師，麻煩解釋下官網(wǎng)練習題這幾題，謝謝
這里到底應該active share是5%還是2.5%？他和bob講的不一樣啊
L3V3 P363. How can I tell from the Exhibit that the custom portfolio satisfies " no position greater than 2%" ?
In previous exams, we call alpha the excess return. But now in L3V3 P308, we call alpha the active return from the skills and management from the portfolio manager. Which one should I follow? And how should I differentiate total active return from the active return solely from portfolio manager?
L3V3 p239. In Example B, company C's forward P/E is 2.2, which is absolutely and relatively low compared to other companies. (1) why should not this stock be a good candidate under the relative valuation approach？ （2）The solution said it's a good candidate under the deep-value approach. Through definition, deep-value approach chooses low P/B company and company under financial distress. How can I tell the P/B is low and it is under financial distress?
74，老師麻煩了
老師，麻煩，謝謝
請教一下量化分析步驟問題，第三步通過回測檢驗已經(jīng)得出了多因子模型，為什么第五步還要繼續(xù)構(gòu)建，這兩步有何區(qū)別？
課后題 reading 17 第 5題，我覺得Furlings的value orientation 也沒有體現(xiàn)出來，Dividend/price 比指數(shù)低。value型企業(yè)的dividend/price 應該會高一些。
老師，第二題，謝謝
官網(wǎng)題45題講一下
程寶問答
金程問答