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CFA问答
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我想问一下reading 6里面, test of independence,为什么强化班的课上说算出来的卡方分布值越大(真实数据与预期数据的差值越大),就说明size 与investment type越不独立。请问这里面的内在逻辑是什么呀?
“If long and short positions are paired, with the idea of capturing alpha as prices converge while offsetting market risk, the positions must be well-matched and sized correctly.”这句话是什么意思?当价格converge时获取alpha?
老师,官网题怎么保存进度?比如portfolio management and wealth planning有380题,我做了部分题后,不小心返回到上一级页面,然后就退出原来的顺序了。怎么按照最开始题目的顺序做题呀?
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













