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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!
怎样理解阿尔法属于0~1呢?投入一个人,如果是投入乔布斯或者任正非,对GDP的贡献可能好几倍呢,阿尔法应该可以取到3~4甚至更高,如果投入一大堆犯罪分子,阿尔法也应该是负数呢??为什么阿尔法是在0~1区间呢??很不理解,无法理解。
请问这题材料中第一句(1) apply the attribution method that uses only each fund’s total portfolio returns over the last 12 months to identify return-generating components of the investment process可以判断是return-based,可是第二句(2) include the impact of specific active investment decisions and the attribution effects of allocation and security selection in the report.这句显然不是return base,为什么答案还是按照return based来解释呢
精品问答
- Q6,为啥要少抽失败的,少抽不就不能真实反应情况了吗?
- BG检验就是T检验吗?如果理解错误的话 T检验是什么?
- 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
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