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CFA问答
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老师您好,我想问一下关于deal with mental accounting 怎么allocate asset? 讲义说 用 goal-based investing。 我觉得因为mental accounting所以做goal- based investing。我不知道做goal- based investing 怎么能mitigate mental accounting bias呢?谢谢
已回答老师您好,我想问一下这句话关于对于pension plan,ALM为什么比AO好怎么理解呢?the asset only approach can result in inefficient investment policies that may expose the plan to excessive and unrewarded risk relative to liabilities. 为什么是AO会产生inefficient investment policies呢? AO不是做MVO的吗,不应该是efficient吗?谢谢
已回答1. 单选题查看材料1.Based on Exhibit 1, the domestic-currency return over the last year (measured in EUR terms) was higher than the foreign-currency return for:AUSD-denominated assets.BGBP-denominated assets.CCHF-denominated assets.答案:正确答案 C |您的答案 C本题正确率91%考点:Active Equity Investing: Portfolio Construction请教这道题没有明白,题目中第一句话不是告诉了本币是EUR吗?为什么报价方式说是DC/EUR,那按照这个理解就是EUR是外币了
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- 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?
- Risk Budget and risk parity 第二道思考题,里面的Variance是不是完全是个冗余信息,给来误导的呀?
- 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
- Growth due to capital deepening 是αΔK/K还是ΔK/K
- 为什么TC 的切点对应是AVC的最低点?
- 老师,给最新的信息更高权重为什么不是availability bias呢?
- 她对个人笔记本电脑(personal laptop)进行了完整备份(full backup),并确保备份前已删除所有公司文件(all company files removed)。 目的:确保新备份中不包含任何前公司数据,避免合规风险。 遗留问题: 硬盘上的旧备份(previous backups)仍包含公司文件。 她不想因删除旧备份而丢失个人文件的备份历史(backup history for personal files)。 针对上述分析我有个疑惑,这个人不是已经在自己笔记本上备份了drive上的个人信息吗,怎么又Not wanting to lose the backup history for her personal files呢?他不是已经把自己的私人信息备份了吗!?
- Effective duration和Effective convexiy的公式为什么不用modified duration和convexity的原本公式,而是和他们的近似的久期和突性的公式一致?










