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按组合的期望收益率公式,是权重的2次方乘以变量的2次方,计算中,625和196为什么不再进行2次方?是否因为在协方差矩阵中左对角线的方差已包含2次方,那么在做题中,在没有事先已画出协方差矩阵时,要注意给出的变量是方差还是标准差,从而决定是否进行2次方?
已解决A year earlier, another client of Kozniak’s had expressed interest in purchasing this same property. However, she is unable to contact this client, and she has not discovered any other potential buyers.老师这句话咋理解
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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?
- 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








