Joe
2022-11-29 15:29老師,請問R6例題6的第2小題,如何理解liability return ?
所屬:CFA Level III > Asset Allocation and Related Decisions in Portfolio Management 視頻位置 相關(guān)試題
來源: 視頻位置 相關(guān)試題
1個回答
Johnny助教
2022-11-29 15:59
該回答已被題主采納
同學你好,Q2的答案就是liability return的定義。Liability return是liability value的變動,它用于衡量負債的時間價值變化、折現(xiàn)率的改變以及負債所涉及的未來現(xiàn)金流的變動,代表著你的債務(wù)壓力。以下是原版書的原文:the change in liability value (liability return) measures the time value of money for the liabilities plus any expected changes in the discount rate and future cash flows over the planning horizon.
