[讨论]2011 Level 2 可能出现的偏门概念 - 【CFA学习交流讨论】 - CFA论坛

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phenomena

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发表于 2011-6-4 02:16 | 只看该作者

QUOTE:

以下是引用nycgirl在2011-6-4 0:54:00的发言：
天啊，这个没听过都。C是什么东西？Invested Capital么

C是value of perfect market timer，就是完美预测的价值。

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yuubear

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发表于 2011-6-4 04:52 | 只看该作者

12楼我也选两个，没有prepayment

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moke0407

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发表于 2011-6-4 05:18 | 只看该作者

{[(1+EINFL)(1+EGREPS)(1+EGPE)-1]+EINC}-EXPECTED RISK FREE RETURN

EINFL:expected inflation

EGREPS:expected growth rate in real earnings per share

EGPE:expected growth rate in the P/E ratio

EINC:expected income component

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nycgirl

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发表于 2011-6-4 06:47 | 只看该作者

wow, it is different from what i found on internet, not in curriculum cause i don't have it.

what i found is a 5 factor Chen's model, lagged industrial growth, lagged GDP growth, expected inflation, unexpected inflation, default premium

it is in APT form, so Rf+each premium listed above.

yes? no? which one is from the curriculum?

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jcx_yy