第六題，請問一下allows for在這里怎么理解？明明應(yīng)該是需要更高的capacity才能采用long only，怎么變成了允許有更高capacity？
老師，這頁P(yáng)PT里，ROR3.7608%就是前面IRR的年化對吧？這里為什么又交6years holding period rate of return?是這個(gè)3.7608%又有別的含義（除了IRR）？
Q4,stock index futures 要roll over？
老師好，等權(quán)重構(gòu)建方法中缺點(diǎn)第三點(diǎn)視頻未提及，limited investment capacity這個(gè)是什么意思？
組合中的股數(shù)占指數(shù)股數(shù)的多少可以判斷為分層抽樣？
為何用了Stratified sampling就說人家是靠運(yùn)氣獲得的high超額收益呢？
能說下這兩句話的嗎，不理解
請問老師說的quantitative model能告訴我們該買賣什么股票是怎么實(shí)現(xiàn)的嗎？model不是只有Factor嗎？
case3中第2題，deal fund 是active的，會(huì)有free rider效果，可是這里寫的是at greater risk，deal fund不應(yīng)該是有free rider的收益么？
R18課后題Q1 C選項(xiàng)，focus on rewarded factor weightings不就是可以獲得excess return嗎？不是alpha收益嗎？
課后題14題，為什么holding-based也會(huì)被影響？
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 Gentry interviews a potential investment manager, who explains that his expertise lies in being able to enhance return or reduce cost using three techniques: 1. Dividend capture 2. Security lending 3. Covered-call writing Q. Of the three techniques mentioned by the potential investment manager, which is most likely to interfere with Pool 2’s goal associated with corporate governance issues? A. Technique 1 B. Technique 2 C. Technique 3 請問為什麼答案是Ｂ
Case book下冊，P6問題D，對active risk和active share的解釋都差不多啊。其實(shí)對active share的解釋我是寫的出來的，關(guān)鍵是對active risk的。在對active risk的解釋當(dāng)中，這句話我不太明白“Active risk，which is driven by the differences between the security weights in the portfolio and the security weight benchmark”，這逗號后面的內(nèi)容不是赤裸裸地在描述active share嗎？基本是active share的定義了啊。而且課上還講了，active share的增大未必能導(dǎo)致active risk的增大。
老師您好，您能幫我講講什么是open-end mutual fund什么是close-end fund嗎？
沒理解為什么risk budgeting中EXCESS RETURN/MCTR要一樣，才是最優(yōu)？
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