請問R17課后題第6題怎么理解？為什么morningstar是blend，lipper又是value？
Accounts for covariances的含義是什么
老師好，請問第一題選A的原因？為什么Flatten會和選barbell掛鉤？
Q2計算
excess spread
這個例子里面看不出來Covexity 最小啊？請問這個結(jié)論是如何得到的？
精 security 冷丁 那一副圖能不能畫給我看下買賣方都經(jīng)歷哪些步驟互相得到什么？
第二題statement1解析的知識點在原版書哪里有提及？
老師，個體風險是不是active share帶來的風險？但well constructed portfolio 的要求是盡可能低的個體風險、盡可能高的active share，這不是矛盾了嗎？
top down和systematic.分別是什么樣的？除此以外還有哪些approach？
PMA還表明，他們假設用來解釋股票回報的因子是不相關的，因此無需使用optimization。請問這句話怎么解釋
fund1還make largetrade，那不是也有position sizing的貢獻嗎？
老師能講講return base 和holding base的各自的優(yōu)缺電么？
R17第3題，T基金關注12個月increase in stock price不是增長嗎？
The mandate of Pool 2 also consists of two primary goals: A goal that the overall stock portfolio should consist of mature companies that have stable net incomes and high dividend yields A goal of expressing strong views on many major corporate issues through proxy voting Q. Which of the following index methodologies is most appropriate to use as a benchmark for the overall stock portfolio described in Pool 2? A. Factor based B. Capitalization weighted C. Fundamentally weighted 請問為什麼答案是Ａ而不是Ｃ？ mature companies that have stable net incomes and high dividend yields 不是 fundamental factors 嗎？
程寶問答
金程問答