金程問(wèn)答
老師好，為什么declining local currency會(huì)增加position gain?是不是因?yàn)橛帽編沤Y(jié)算，收入外匯，本幣貶值，外匯升值，所以相當(dāng)于收益增加了？
老師可以解釋一下剩下選項(xiàng)哪錯(cuò)了嗎？
老師可以解釋一下剩下選項(xiàng)哪錯(cuò)了嗎？
老師。這種提問(wèn)方式 要怎么翻譯 Exceptions to this practice include all of the following except
π12有什么實(shí)際含義，π1π2又有什么實(shí)際含義
為什么違約相關(guān)性不影響expected loss 或者說(shuō) 為什么expected loss可以由多個(gè)資產(chǎn)的expected loss直接相加
這個(gè)hurdle rate 又是哪冒出來(lái)的??？
請(qǐng)問(wèn)這里為何用雙尾VAR。1.96…而第一道用單尾1.65
請(qǐng)問(wèn)此題C選項(xiàng)錯(cuò)在何處
老師，請(qǐng)問(wèn)此題IR的分子為什么不是excess return（3.29% - 0.98%),而是alpha
老師，請(qǐng)問(wèn)這道題解析里邊說(shuō)是和2比大小，2這個(gè)數(shù)值是根據(jù)什么確定的呢？
Following Grinold’s fundamental law of active management, one should find: A A small number of investment bets increases the expected investment performance. B To maximize the information ratio, active investors need to either have high- quality predictions. C To maximize the information ratio, he shouldn’t place a large number of investment bets in a given year. D Investors should focus on increasing only their predictive ability relative to stock price movements. 選項(xiàng)a和c，都是少預(yù)測(cè)，為什么a對(duì)，c不對(duì)？ b選項(xiàng)，說(shuō)neet高質(zhì)量的預(yù)測(cè)，為什么不對(duì)？
老師，習(xí)題冊(cè)第200頁(yè)，第350題，應(yīng)該怎么解呢
習(xí)題冊(cè)第186頁(yè)和187頁(yè)，第322和323題，應(yīng)該怎么理解？
市場(chǎng)利率上升，expected return 上升，realised return 下降。相關(guān)公式怎么寫(xiě)？
程寶問(wèn)答
