感覺C也有道理呀
我大致可以理解持倉會受到new factor的影響，但一定會影響return嗎？
答案直接用45加強(qiáng)1.1，為何可以這么加呢
問題a的答案是怎么來的啊？是要合成short forwards的意思嗎？
沒搞清楚multi-factor manager和sector-rotator的區(qū)別？
老師這里的意思我沒理解，既然看重growth就應(yīng)該去選成長股吧，為什么一邊要估值低，一邊又要有成長性？
為何成分股權(quán)重的平方和的倒數(shù)1/HHI代表的是股數(shù)而不是別的東西?。扛杏X很牽強(qiáng)啊
老師，劃問號的這句話怎么理解？謝謝
課后題R18第6題
為什么less costly？實際還是passive投資可能turnover很高吧？
老師，您好，第二題可以從data問題來寫嗎，例如unstructured data may need adjusted, especially deal with outliers ten years data may be need revised to be good for different time window,謝謝啦
這類題一直錯。請老師再詳細(xì)講一下。 另factor neutral是哪種情況？
老師，您好，有多少種overlay，除了外匯overlay其它都是啥意思，謝謝啦/題干Regulas Funds Invests in a combination of global equity securities from 5–10 different countries. Portfolio weights are adjusted to take advantage of companies that appear to have the best near-term growth prospects.問題：Using Exhibit 1 and the equity selection process of Regulas Funds, the strategy will most likely benefit from: a portfolio overlay. a new benchmark. using annual rebalancing.
分母是monthly standard deviation 不用年化嗎？
factor-based strategies既可以是passive equity strategy也可以是active哈？
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