
-
CFA二级
包含CFA二级传统在线课程、通关课程及试题相关提问答疑;
Reading50里面的EXAMPLE 9的问题2的解答没有看懂。 题目是Suppose the investor predicts Assets #1 and #2 to outperform and that Assets #3 and #4 will underperform. Conceptually speaking (i.e., exact numbers are not necessary), how will these scores affect the information coefficient in the fundamental law compared with a prediction that Assets #1 and #3 will outperform and Assets #2 and #4 will underperform? 解答是According to the risk model, the active returns to Assets #1 and #2 tend to move together, so a forecast that both will outperform is not as ambitious as a forecast that one will outperform while the other underperforms. As a result, the information coefficient will be adjusted downward by more under the first set of forecasts than under the second set of forecasts. 我不明白的问题有两个:第一,为什么IC会be adjusted downward;第二,为什么ambitious的IC大,不ambitious的IC小?谢谢老师
已解决精品问答
- Q6,为啥要少抽失败的,少抽不就不能真实反应情况了吗?
- Q3:解析里面Team Purple’s conclusion (the externalities associated with human capital is the most important determinant in predicting the occurence of convergence) implies that the production function is a straight line, and is compatible with non-convergence.这段话中 externalities associated with human capital具体是什么?怎么得到the production function is a straight line这个结论呢?
- 这题为什么是选C?
- 老师,第二题可以在解释一下原理吗?
- CDS的long和short是不是反过来的?就是long CDS代表看涨目标公司credit,所以是卖出一份CDS合约?
- 为啥accrued interest over contract life是0?
- 老師您好,Q1關於future price不太理解
- BG检验就是T检验吗?如果理解错误的话 T检验是什么?











