金程問(wèn)答
請(qǐng)問(wèn)這里為什么tracking error可以假設(shè)正態(tài)分布呢？假設(shè)tracking error服從正態(tài)分布有什么用嗎？
D為何不對(duì)？被動(dòng)持有缺乏流動(dòng)性資產(chǎn) 他的潛在波動(dòng)不是最大的嗎
麻煩解釋一下每個(gè)選項(xiàng)
老師好，這題問(wèn)的什么沒(méi)看懂，為什么市場(chǎng)利率低的時(shí)候會(huì)有損失
C為何對(duì) D為何錯(cuò)？是不是因?yàn)樗荓P不是GP？
麻煩解釋一下這道題
如何理解Unsmoothing has no effect if the observed returns are uncorrelated.
麻煩解釋一下這道題
the specialist should recommend against investment in the fund 。是說(shuō)專(zhuān)家不建議投資基金啊。老師翻譯錯(cuò)了。請(qǐng)?jiān)俳忉屢幌碌谒膫€(gè)選項(xiàng)為何錯(cuò)吧，謝謝！
老師，Ladder Policy不也是流動(dòng)性比較好么，為什么不選A
I. Hedge fund manager compensation is often symmetric (i.e., a dollar of gain has the opposite impact on compensation as a dollar of loss), while the compensation of mutual fund managers is almost always asymmetric. 老師，這道題里的對(duì)稱(chēng)是什么意思？
提前償付300M，250M支付給senior tranche，后期還用給senior 支付利息嗎？
dollar weighted rate和time weighted rate分別怎么計(jì)算呀，老師。
老師好，這題兩個(gè)地方?jīng)]看懂：
選項(xiàng)d能否再解釋一下？是譜風(fēng)險(xiǎn)比es平滑？？
程寶問(wèn)答
