CFA三级考完讨论帖

不好意思
寫錯了
是buy and hold outperform cppi in flat and oscillation mkt

Ans is also buy and hold

daisy801116 发表于 2016-6-8 16:00
上下午一共吗？那也不多啊

不用看不下去
糾正錯誤就可以了
看不下在可以不看

好好去看看牛人的总结吧
https://sites.google.com/site/cfalevel3examprep/portfolio-performance-evaluation/ss16/reading-31/31i

King012184 发表于 2016-6-8 16:59
不用看不下去
糾正錯誤就可以了
看不下在可以不看

你是在和我说话吗

ddj998 发表于 2016-6-8 18:01
好好去看看牛人的总结吧
https://sites.google.com/site/cfalevel3examprep/portfolio-performance-evalua ...

这个总结对floor value的总结貌似错了。。虽然不关考试的试 TAT

King012184 发表于 2016-6-8 16:56
不好意思
寫錯了
是buy and hold outperform cppi in flat and oscillation mkt

of course CM, bc when stock goes up,u will reduce the stock exposure which actually favors the following drop under the mean reversion market. Meanwhile risk tolerance proportionately increases as the total portfolio value accumulates.

ddj998 发表于 2016-6-8 11:30
不过Buy and hold是错的，很明显，震荡市场mean reverting flat选CM

CM的risk tolerance是equity涨了变小，equity跌了变大

枉少年 发表于 2016-6-8 16:47
本来不想说话的，看到这个实在是不得不说下

buy and hold outperform cm in flat and oscillating？？ ...

协会就是知道你只记得flat and oscillating必选CM[titter]，这个典型的坑啊

shang wu hai ke yi ba, mian qiang da wan le, xia wu 1 hour left, total mess on the ethical questions, 1 out of 3 correct la,

new policy doesn't allow early leave,  removing one of the few advantages to chinese.

你们不讨论是不是就心里痒痒啊，　都考完了，　典型的，　吊起楼主泼冰水