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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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case2 weiying shao 第三题,说这个经理仔细研究了这个hedge fund的risk return,认为适合保守客户。说明存在低风险的hedge fund? 可是我们学的那些hedge fund的策略中几乎为了长期达到return target,几乎都加了高杠杆,哪有适合保守客户的hedge fund 呀?
已回答老师您好,针对case 3, comment里说Henry violated responsibility of supervisors by failing to adequately supervise Tabbing with respect to her futures trading. 而future trading定位到case “Tabbing frequently places futures for both funds without providing the FCMs designation of the account for which the trade has been placed”这句话什么意思呀 place futures是购买期货的意思吗?
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?
- 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







