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CFA问答
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Q2里如果执行了完整链路的三角套利,是不是应该是获得0.00195USD?计算过程:USD—>BRL—>CHF—>USD:1*4.1699*0.2355/0.9801=1.00195 USD。如果反向,是不是计算过程为:1*0.9799/0.2358/4.1701=0.9965?
查看试题 已回答对production function里的字母含义表述有点疑惑,梳理了下不知道对不对: y:per capita output,per capita GDP,per capita real income,labor productivity delta y/y:per capita GDP growth,growth of labor productivity delta L/L:growth of labor force,growth in hours worked capital deepening 指的是increase in the k ratio的话,体现在公式里是delta k/k还是alpha(资本贡献百分比)*delta k/k呢? 另外请问delta K/K和delta A/A还有什么别称吗?还是就growth in capital,growth in TFP
查看试题 已回答我对原版书课后的一道题有问题: Li’s team also examines survey data projecting the future performance of the consumer credit and telecommunications industries over the same time period for which the actual performance data was collected. They found that projections in the survey data tended to be more volatile than the actual performance data. However, Li’s team decided not to make any adjustments to the survey data because a definitive procedure could not be determined. 我认为是Status Quo Bias,但是答案是ex post risk as a biased measure of ex anti risk。 麻烦老师帮我解答一下,谢谢
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?






