Which of the following variables is NOT typically used in econometric models to assess trading costs?
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The following are the variables typically used in econometric models:
The following are the variables typically used in econometric models:
Which of the following is TRUE regarding econometric models? Econometric models:
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They can be used to forecast trading costs and assist portfolio managers in determining the size of the trade. They can also be used to assess trading effectiveness by comparing actual trading costs to forecasted trading costs from the models.
[此贴子已经被作者于2008-9-17 16:16:50编辑过]
Which of the following trades would be predicted to have the highest trading costs using an econometric model?
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Econometric models use momentum and trade size relative to available liquidity to predict trading costs. Buying a stock in an upward trending market will incur more costs as will a larger order.
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