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[一級風險管理基礎] 什么是APT 的structural models 和statistical ,四個選項分別什么意思并且為什么是這樣
[一級定量分析] 老師,這道題同步不同步是從哪兒看出來的,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.
[一級風險管理基礎] 劃紅線的這兩句話是為什么呢
[一級金融市場與產品] 這個1.4,老師可以解釋的更清楚一點嗎??
[一級金融市場與產品] 這個A選項和D選項怎么改呀?哪里錯了?
[一級風險管理基礎] 四個選項分別是什么意思,要怎么做呢
[一級定量分析] 這題如何理解
[一級定量分析] 老師這道題為啥不能選B
[一級風險管理基礎] 老師,請問第八題為什么C選項是錯的?
[一級風險管理基礎] Enterprise risk management 第七題二三兩個描述可不可以解釋一下
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