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CFA问答
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这个US准则下的difference是actual return-expected income还是expected return-actual turn?这个expected return是等于一个净值(interest income-interest expense)还是就是interest income?
老师好,借第一题请教一下知识点,an effective style analysis of risk factors是指return-based style analysis(RBSA)吗?以及什么样的公司比较方便进行an effective style analysis of risk factors?
查看试题 已解决老师好,借第四题额外请教一个知识点,组合中经理相较于benchmark超配了北美,但North Amercian的market index return实际上大于北美benchmark return,这是不是意味着BF model下Allocation effection实际上是负数?
查看试题 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?
- 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






