老師你好，這道題從題目到答案整個(gè)不明白
老師你好，能給我講一下policy-mix risk,active management risk,funding risk,sponsor risk這四種的區(qū)別嗎？我分不清
還有這個(gè)題目,如果他的believes后面給出的僅僅只是一個(gè)置信區(qū)間,那么145頁那道題目就不應(yīng)該選擇ACCEPT. 這幾個(gè)題目長得都一樣,但是答案選擇不一樣,煩請(qǐng)老師釋疑. Based upon 60 monthly returns, you estimate an actively managed portfolio alpha of 1.28% and a standard error of alpha of 0.1365%. The portfolio manager wants to get due credit for producing positive alpha and believes that the probability of observing such a large alpha by chance is only 1%. Calculate the t-statistic, and state whether you would accept or reject the claim made by the portfolio manager based on the estimated t-value. A t-statistic: 9.377; Conclusion: Accept B t-statistic: 9.377; Conclusion: Reject
就是這個(gè)題目, Based on 60 monthly returns, you estimate an actively managed portfolio alpha = 1.24% and standard error of alpha = 0.1278%. The portfolio manager wants to get due credit for producing positive alpha and believes that the probability of observing such a large alpha by chance is only 1%. Calculate the t-statistic, and based on the estimated t-value would you accept (or reject) the claim made by the portfolio manager. A t = 9.70, accept
這個(gè)題目和書本上,基礎(chǔ)班講義,145頁的題目是一樣的,那個(gè)題目里面,老師講,需要選擇ACCEPT,因?yàn)閱柕氖荂LAIM,這里的解釋怎么相反了呢.何去何從?
從老師的講解來看,C答案和A答案不是一個(gè)意思嗎?
老師,這個(gè)題目使用公式可以解釋嗎?沒有聽懂,也沒有看懂,用CAPM公式怎么也推不出來這個(gè)結(jié)論阿
老師 請(qǐng)解釋下這題D選項(xiàng)為什么不對(duì) 謝謝
老師好 想請(qǐng)問下 CCB和CB 到底誰在Stress period 時(shí)可以提用？百題29和30有些前后講的矛盾的地方。我想和您澄清幾個(gè)問題：1.CCB和CB誰在困境中可以提用？還是兩個(gè)都可以提用？2.CCB的設(shè)立比例是固定2.5%那么它不是一蹴而就的對(duì)吧？允許它以一個(gè)達(dá)到2.5%有個(gè)過程對(duì)吧？3CB設(shè)立的初衷都是說在經(jīng)濟(jì)好的時(shí)候多交點(diǎn) 經(jīng)濟(jì)不好時(shí)可以提用對(duì)嗎？4.CCB設(shè)立的初衷是說嫌資本金比率太小不夠Cover風(fēng)險(xiǎn) 所以想讓銀行多交點(diǎn)對(duì)嗎？請(qǐng)老師針對(duì)我這四句話給出正確與否的判斷 謝謝！
所以題目里考到的話market risk的到底是10天還是1年還有置信區(qū)間記哪一個(gè)
老師您好。339題答案選A。但是上課講得內(nèi)容是不要頻繁調(diào)倉啊，和答案正好相反
老師,這個(gè)課程題目視頻的音量很小阿,電腦聲音放到最大了,還是聽不清楚.
我的計(jì)算過程哪里有錯(cuò)誤嗎？答案不一致
75題我想問下A選項(xiàng)和D選項(xiàng)，A選項(xiàng)課件上有原文說了抵押物不能完全覆蓋敞口，D選項(xiàng)答案的意思我沒太懂，難道不是我買了CDS把我自己的風(fēng)險(xiǎn)敞口轉(zhuǎn)移出去就行了？為什么還要考慮write CDS的institution？
老師，想問下marginal probability不就是前面幾年不違約，最后一年違約的概率嗎？比如第二年的marginal probability不是第一年不違約，第二年違約的概率嗎？所以這題為什么不是選擇C
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