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CFA问答
CFA问答包含CFA在线课程、CFA通关课程、CFA试题等所有CFA相关问题,每个问题老师均会在24小时内给出答疑回复哦!
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22题,这里说是有欧元资产,所以当时的对冲远期合约就应该是用欧元换瑞朗,但如果这个时候欧元升值的话不做对冲到期时同样的欧元不是能换更多的瑞朗?那这个对冲不应该是亏了吗?怎么会有roll yield
已回答老师,这是我在题目的答案中总结的关于蒙特卡洛模拟的以下5个优点,麻烦老师讲解下如何通俗的理解一下,不然总是记不住? (1)Monte Carlo simulations allow for portfolio rebalancing under changing tax rates and in multi-period situations. Finnegan’s effective tax rate will likely increase sharply when she starts a new job. MVO does not consider these factors. (2)Monte Carlo simulations can compute path-dependent terminal wealth;(路径依赖是什么意思?) (3)Monte Carlo simulation is able to incorporate the effect of changes to variables over time. MVO is a single-period framework (4)Monte Carlo analysis allows Loucks to analyze different rebalancing policies and their costs over time (5)Monte Carlo can incorporate statistical properties outside the normal distribution, such as skewness and excess kurtosis, It can also be incorporated in alternative investments (such as private equity, real estate, and commodities),
已回答精品问答
- 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!?
- 这里第二题的意思是三种方法都适用吗?没太理解,能否在讲解下









