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CFA问答
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1) Macro和Micro的区别只存在于selection里面?e.g. macro attribution中,selection是sponsor是对于单个基金经理的选择。在micro attribution中selection是单个基金经理做的选股?2)在performance attribution中,components是指的是Equity的AA+SS+II,还是说FI的那些yield,roll...也算?3)题目中说performance attribution是不是包含return 和 risk两个部分?(refer 24 mock A PM case 1的statement 1)
已解决The roll down return demonstrates how the price of a bond typically moves closer to par regardless of yield curve changes over the strategy horizon.这句话,如果是yield curve unchanged,就对了吗?
已解决精品问答
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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?
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- 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?
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