[一級(jí)風(fēng)險(xiǎn)管理基礎(chǔ)] 這道題一直都不是很懂，為啥hedge一定能增值？

2019-09-22 12:38:292回答

[一級(jí)風(fēng)險(xiǎn)管理基礎(chǔ)] 怎么做

2019-09-22 12:35:141回答

[一級(jí)風(fēng)險(xiǎn)管理基礎(chǔ)] 這個(gè)題選什么呢，怎么做呢

2019-09-22 12:29:082回答

[一級(jí)定量分析] 老師，這個(gè)是什么意思

The fraction of the variance of Y attributable to X

2019-09-22 11:22:101回答

[一級(jí)估值與風(fēng)險(xiǎn)模型] 這道題為什么不是D，老師可以解釋一下嗎

2019-09-22 10:52:051回答

[一級(jí)風(fēng)險(xiǎn)管理基礎(chǔ)] 什么是APT 的structural models 和statistical ，四個(gè)選項(xiàng)分別什么意思并且為什么是這樣

2019-09-22 10:40:471回答

[一級(jí)定量分析] 老師，這道題同步不同步是從哪兒看出來(lái)的，為什么不同步Beta值就特別低了呢

You are asked by your boss to estimate the exposure of a hedge fund to the S&P 500. Though the fund claims to mark to market weekly it does not do so and marks to market once a month. The fund also does not tell investors that it simply holds an Exchange Traded Fund (ETF) that is indexed to the S&P 500. Because of the claims of the hedge fund you decide to estimate the market exposure by regressing weekly returns of the fund on the weekly return of the S&P 500. Which of the following correctly describes a property of your regression estimates? A. The intercept of your regression will be positive showing that the fund has positive alpha when estimated using an OLS regression. B. The beta will be misestimated because hedge fund exposures are nonlinear. C. The beta of your regression will be one because the fund holds the S&P 500. D. The beta of your regression will be zero because the fund returns are not synchronous with the S&P 500 returns.

2019-09-22 10:11:151回答

[一級(jí)風(fēng)險(xiǎn)管理基礎(chǔ)] 劃紅線(xiàn)的這兩句話(huà)是為什么呢

2019-09-22 10:02:001回答

[一級(jí)金融市場(chǎng)與產(chǎn)品] 這個(gè)1.4，老師可以解釋的更清楚一點(diǎn)嗎？？

2019-09-22 08:09:541回答

[一級(jí)金融市場(chǎng)與產(chǎn)品] 這個(gè)A選項(xiàng)和D選項(xiàng)怎么改呀？哪里錯(cuò)了？

2019-09-21 23:46:101回答