講義寫的是兩個(gè)資產(chǎn)權(quán)重的乘積，為什么第四題可以用market和size之間的coefficient相乘？coefficient不是相關(guān)系數(shù)嗎？
另類寫作題這里Sushil。。。。老師為什么說fofs的總風(fēng)險(xiǎn)要大于multistrategy？如果分散化好，極端損失小，為什么總風(fēng)險(xiǎn)大呢？
請(qǐng)老師舉例一下其稅盾和Replaces lost earning power for dependents
固收課后題reading 14第32題，為什么excess spread 是用OAS-expected loss?
原版書第178 ，我一直想不明白，例題Hedge2， 為平倉(cāng)即期頭寸用bid, The spot leg of the swap—buying back EUR8,000,000 to settle the outstanding forward transaction—is also based on the bid rate of 10.0200. This is because Yang is selling an amount larger than EUR8,000,000 forward, and the all-in forward rate of the swap is already using the bid side of the market (as it would for a matched swap). Hence, to pick up the net increase in forward EUR sales, the dealer Yang is transacting with would price the swap so that Yang also has to use bid side of the spot quote for the spot transaction used to settle the maturing forward contract
老師這一段什么意思As long as none of the factors used in a factor-based VCV model are redundant and none of the asset returns are completely determined by the common factors, there will not be any portfolios that erroneously appear to be riskless. Therefore, a factor-based VCV matrix approach may result in some portfolios that erroneously appear to be riskless if any asset returns can be completely determined by the common factors or some of the factors are redundant.
這知識(shí)點(diǎn)講義講的可能會(huì)產(chǎn)生應(yīng)稅事件，沖刺筆記寫的避免應(yīng)稅事件？
課后題184頁38題請(qǐng)老師講下三種基金的區(qū)別，另closet indexing是指什么
通過Labor和labor/productivity增長(zhǎng)求得的GDP增長(zhǎng)，是real還是nominal值？
R14第28題，答案a沒看懂，
教材例題，問題1，為什么風(fēng)險(xiǎn)中性投資者要選擇最大風(fēng)險(xiǎn)的資產(chǎn)組合呢？
28分50秒例題，算出來2.0833%之后，后面的1.9849%和3%是怎么回事？后面兩個(gè)黑點(diǎn)內(nèi)容能講解一下嗎？
老師您好，我想問一下什么是brokerage commission， 我認(rèn)為commission是給broker的傭金， 會(huì)經(jīng)過portfolio manager的手給broker用于broker的操作費(fèi)用。 A 選項(xiàng)我覺得不對(duì)是因?yàn)閎rokerage commission是給broker的operating expenses， 怎么是給客戶自己買一些商品和服務(wù)呢？謝謝
investment horizon等于duration嗎？
Duration neutral和duration match有什么區(qū)別嗎？
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