Statement 3為什么錯(cuò)誤呢？
請(qǐng)問老師的課件和我打印的課件不一樣，怎么辦？
這題在算出A和B的U都等于6%的情況下，當(dāng)前的答案是選A和B都一樣，但是我可不可以說因?yàn)锳的標(biāo)準(zhǔn)差更大，所以投資風(fēng)險(xiǎn)更高，來說B比A還要好呢？
老師真題 2018年 asset allocation C題目 題干中出現(xiàn) suggesting investing any excess capital in Modual A ,為什么選擇的return 不是 Modual A的return.
老師您好，我覺得emerging這句話是對(duì)的啊，emerging market equities 是global equities的一部分， 所以他們兩個(gè)不能成為不同的asset classes啊， 因?yàn)椴籩xclusive了嘛， 所以我覺得(emerging market equities should not be considered a separate asset class from global equities)這句話是對(duì)的。另外， 我想問一下（asset classes differ from strategies in offering a non-skill-based ex ante expected return premium. ）這句話, 因?yàn)檫xstrategies是investor的skill， 為什么后面說non-skill-based ex ante expected return premium 是對(duì)的呢？ 謝謝
關(guān)于 rebalancing ranges： mean reversion, narrower ranges （負(fù)相關(guān)關(guān)系是怎么理解的） 按理說，越能均值復(fù)歸，說明越不容易偏離SAA，那么ranges 應(yīng)該越寬才對(duì)，請(qǐng)幫忙解答
老師，請(qǐng)問recency bias是什么意思？百題中AA的case2 第2題出現(xiàn)了，在筆記上沒有找到
為什么short inflation-linked bond就可以求得通脹因子。inflation-linked bond 不是也包含通脹嗎？long的nominal treasuries 也是包含通脹，倆者相減通脹不是抵消了嗎？
老師好, 官方Mock下午題第21題和百題Case 1第6題, 前者說emerging market的equity是被包含于global market equity的, 后者說是不被包含于global market equity的. 所以是包含還是不包含?
老師好，請(qǐng)問economic net worth=net wealth =net worth ＋四項(xiàng)嗎？net worth=Financial A-Financial Liability,另外加上四項(xiàng)？如果上午題考到需要每項(xiàng)列出來計(jì)算嗎 還是可以像case Windsong Q1直接列表？
這個(gè)future retirement savings指的是portfolio的FV么
這道題B選項(xiàng)，大學(xué)基金為什么不能投新興市場(chǎng)證券？而且題目也沒有說這個(gè)endowment是保守的基金啊
這里的private real estate equity是指股票么？這里的equity是什么意思
Asset Allocation 2016 Q4 請(qǐng)問考試中這樣寫可以嗎? A 1. We should choose two corner portfolios with the highest sharp ratios, which can synthesize to the required rate of return; they are portfolio 3 and 4. 2. 8.6x – 7.65(1-x) = 8; x = 36.8%; The advisor should allocate 36.8% of capital to portfolio 3 and 63.25% of capital to portfolio 4. B 1. The advisor should suggest the investor to leverage a portfolio with the highest sharp ratio, which is portfolio 4, to achieve the required rate of returns. 2. 7.65x ＋ 0.5(1-x) = 8; x = 1.049. The investor should leverage 1.049 times of portfolio 4. C 1. Unleveraged SAA combines two risky assets together which have a positive correlation and will increase expected volatility. However, leveraged SAA combines a risky asset with a risk-free asset, offering lower expected volatility.
老師，視頻中MVO的第五步Utility curve是不是就是一級(jí)的無(wú)差異曲線？
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