返回列表 发帖
QUOTE:
以下是引用swinerton在2010-6-7 2:08:00的发言:
还好,我还担心自己少做一道题呢。不过我确实想不起来那个4个risk是什么问题了。而且貌似我见到的不是公司合并。anyway, 不管了。

surplus? reinvestment risk? and surrender rate risk??

TOP

同意
QUOTE:
以下是引用prso在2010-6-7 2:12:00的发言:

我觉得大概的意思就是选指数不要选什么ABC 5000之类的,因为选太多了很可能就有illiquid stock作为成分股进入指数了,所以要在breadth和investablity之间trade off

TOP

看来还是要熟读马列书啊 notes和secret sauce在三级的用处真的是不大。
QUOTE:
以下是引用prso在2010-6-7 2:09:00的发言:

breadth and investability

 

刚刚写错了,是在equity port mgmt (I)后面那章intl equity bench里面

 

breadth v investability --> some intl indeses including emerging mkt index include stock that has illiquid and closely held small stocks nad investor should choose the index with less breadth and greater liquidity

TOP

QUOTE:
以下是引用prso在2010-6-7 2:09:00的发言:

breadth and investability

 

刚刚写错了,是在equity port mgmt (I)后面那章intl equity bench里面

 

breadth v investability --> some intl indeses including emerging mkt index include stock that has illiquid and closely held small stocks nad investor should choose the index with less breadth and greater liquidity

我觉得大概的意思就是选指数不要选什么ABC 5000之类的,因为选太多了很可能就有illiquid stock作为成分股进入指数了,所以要在breadth和investablity之间trade off

TOP

大家记得上午fixed income题目出了选bondX免疫债务,safety dollar margin之外的,还有什么的题目?

TOP

QUOTE:
以下是引用xiaoming_bo在2010-6-7 2:04:00的发言:

我记得这个题目是说流动性好,又要求turnover低的。why选breadth & investability

breadth and investability

 

刚刚写错了,是在equity port mgmt (I)后面那章intl equity bench里面

 

breadth v investability --> some intl indeses including emerging mkt index include stock that has illiquid and closely held small stocks nad investor should choose the index with less breadth and greater liquidity

TOP

还好,我还担心自己少做一道题呢。 不过我确实想不起来那个4个risk是什么问题了。而且貌似我见到的不是公司合并。anyway, 不管了。
QUOTE:
以下是引用guangyanqin在2010-6-7 2:06:00的发言:

yes, i have surrender question.... it ask 2 contrains will effect by the surrender rate

TOP

QUOTE:
以下是引用xiaoming_bo在2010-6-7 2:04:00的发言:

我记得这个题目是说流动性好,又要求turnover低的。why选breadth & investability

我选的是B free float调整和cost的那个

[此贴子已经被作者于2010-6-7 2:07:06编辑过]

TOP

QUOTE:
以下是引用swinerton在2010-6-7 2:05:00的发言:
再讨论也没用了,很多题目自己也不记得到底怎么问的了,呵呵 你不记得上午有surrender 吗?那个life insurance的问题

yes, i have surrender question.... it ask 2 contrains will effect by the surrender rate

TOP

再讨论也没用了,很多题目自己也不记得到底怎么问的了,呵呵 你不记得上午有surrender 吗?那个life insurance的问题
QUOTE:
以下是引用guangyanqin在2010-6-7 2:04:00的发言:

we should have the same version!!

TOP

返回列表