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CFA一级
包含CFA一级传统在线课程、通关课程及试题相关提问答疑;
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回顾efficiency和consistency,感觉这两个性质不是一个意思吗? 因为estimator的variance就直接和它的standard error的计算相关, 既然某个estimator的efficiency提高了=最小的方差,那么也就间接的说明这个estimator的标准误=前面那个最小方差开根号/n=也是最小,没问题吧?所以概念上一个估计量如果已经做到了最优的有效性那么肯定也做到了最优一致性,就2个性质相关联甚至可以说是一致的,对吗?
已解决Dimitri Kuznetsov, CFA, is a portfolio manager and holds shares of Barnikoff Limited and Matric Ventures in all client portfolios. Both companies have upcoming annual general meetings scheduled for the same day. The management of Barnikoff proposes to change its financial year-end from September to December, while Matric Ventures proposes to enter into a high-risk venture. The proxy voting policy clause in all client investment management agreements managed by Kuznetsov states, “When voting proxies provides a cost benefit to the client, the manager must vote a proxy.” With regard to the proxy votes for Matric and Barnikoff, Kuznetsov would least likely violate CFA Institute Standard III(A)–Loyalty, Prudence, and Care if he votes: A with management. B only the Matric proxy. C only the Barnikoff proxy. 这个题读不懂
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- 为什么半年付息 算ytm是乘以2 而年化的麦考利久期是除以2
- 为什么长期垄断竞争中 D和ATC相切
- m上升 EAR为什么上升 以及为什么又不变
- 为什么TC 的切点对应是AVC的最低点?
- 前面在讲Aggregate demand curve的时候说,价格上涨使消费下降,而这里又说价格下降消费变少,为什么存在矛盾?
- 为什么可以把TR TC同时体现在纵轴?
- 对于老师讲的这部分,1. 我理解FRA的Payoff始终等于利率期货的Payoff部分进行折现(除以1个大于1的数),也就是说,FRA的Payoff的变动幅度 应该 始终小于利率期货的变动幅度。2. 至于是涨多跌少,还是涨少跌多,其实MRR在分母上,可以根据1/x的曲线特点来理解,无非就是MRR上升时1/(1+MRR)的变动幅度 小于 MRR下降时1/(1+MRR)的变动幅度,所以如果MRR上升时,Payoff是上升的,那么就是涨少跌多,如果MRR上升时,Payoff是下降的,那就是涨多跌少。以上2点,我理解的对吗?



