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CFA问答
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15题违法独立客观性的原因,我认为是参加了sporting event、而不是top restaurant, 我记得上课时 老师说吃饭是可以的 高级餐厅也是可以的 这解释与Irene老师的说法有矛盾 想确认一下高级餐厅吃饭到底违法独立客观性吗
請問mock2 Q4B這樣寫是否需要加強,謝謝 1. Active risk increases when the risk factors of a portfolio are different from the risk factors of its benchmark. The investor can diversify his holdings or try to construct a portfolio similar to the benchmark because the active share of the portfolio is 90%, which indicates 90% of the holdings are different from the benchmark; 2. By holding a diversified portfolio, the active risk can be reduced. 3. A more diversified portfolio can lower the risk factors of a certain position and further lower the active risk of the portfolio; 4. Holding similar positions with the benchmark can effective reduce the active risk of the portfolio; 5. With similar holdings as the benchmark, the risk factors of the portfolio will match the risk factors of the benchmark and further decrease the active risk of the portfolio.
数量中PAIRED test 的TS是不是有两种算法 (X平均值-Y平均值)-0/(X标准差-Y标准差)除以根号N D(差值平均值)-0/差值的标准差除以根号N 那何时用公式1 何时用公式2 呢?
已回答精品问答
- 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?
- 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?
- liability relatibe asset allocation这三种方式的区别是什么呀 怎么区分
- 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
- Growth due to capital deepening 是αΔK/K还是ΔK/K
- 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?









