麻煩老師講一下這道題，謝謝
C的組合集中度那里啥意思？
12個月股價增長不能理解為growth？
百題case11第2問：1. contrarian除了答案給的兩個特點，還有其他特點嗎？2. consistent growth就是growth策略吧？3. earnings momentum策略是買EPS高的股票嗎？和high yield策略有什么區(qū)別？
強(qiáng)化段講義沒有提到enhanced indexing，這個是屬于權(quán)益中的active management吧？在固收中屬于passive
請問指數(shù)股數(shù)在多少數(shù)量范圍內(nèi)適合完全復(fù)制指數(shù)？記得某處提到過但是忘記具體數(shù)額了T T
第三題，多少支股票算用全復(fù)制的方法算多啊
老師，您好，high incentive fee可以導(dǎo)致收益波動增大，為啥，comments的higher fees為啥不對呢，謝謝啦/題目如下：Noting that MFC has two managers who use the same index as their benchmark, Shaw observes that Fund A and Fund B have similar Active Share and a similar number of positions, but Fund A’s realized active risk of 7% is almost three times greater than that of Fund B. Shaw makes the following comments:/ I think Fund B makes a lot of sector bets./ Fund A likely has higher fees than Fund B / Fund A should have a greater dispersion of returns about the benchmark.
老師，concentration level是什么呀，在做題中遇到了/題目如下McMahon observes that the benchmark used for the US large-cap equity component is a price-weighted index containing 150 stocks. The benchmark’s Herfindahl–Hirschman Index (HHI) is 0.0286./選項 Based on its HHI, the initial US large-cap benchmark most likely has: a concentration level of 4.29. an effective number of stocks of approximately 35. individual stocks held in approximately equal weights.
在量化策略中，Passive和Active最后都要用到optimization優(yōu)化求解嗎，區(qū)別只是目標(biāo)函數(shù)不同，一個是最小化T.E,另一個是最大化Ra
您好，這句話應(yīng)該怎么理解呀
是否可以判斷一定不是一個quantitative
百題CASE11的最后一問我完全不理解它要問什么 其次，這個投資value stock和contraian有什么關(guān)系嗎 這是哪一章的內(nèi)容?
老師，Mock A am這道題的quality=0.3和0分別是什么意思？如果這個值小于0是什么意思？
Q4計算，沒有weighting只有系數(shù)啊，不明白
程寶問答
金程問答