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4097Two-Asset Equal Risk Contribution 2A two-asset equal-risk-contribution portfolio uses long-only weights that sum to 1. Asset A has vol 12.00\%, asset B has vol 18.00\%, and their correlation is -0.2. What weights equalize the two assets' variance contributions?金融与交易中等数值题未尝试面试订阅4099Two-Asset Equal Risk Contribution 4A two-asset equal-risk-contribution portfolio uses long-only weights that sum to 1. Asset A has vol 14.00\%, asset B has vol 28.00\%, and their correlation is 0. What weights equalize the two assets' variance contributions?金融与交易中等数值题未尝试面试订阅4101Vol-Target Scaling 1A three-sleeve inverse-vol portfolio was originally built from vols 10%, 20%, and 25%, so the weights are left stale when sleeve 2 volatility jumps to 30%. Assuming zero correlations, what share of portfolio variance now comes from sleeve 2?金融与交易中等数值题未尝试面试订阅4102Vol-Target Scaling 2A three-sleeve inverse-vol portfolio was originally calibrated on vols 12%, 24%, and 36%. If sleeve 1 volatility jumps to 18% and weights are not rebalanced, which sleeve contributes the most variance, and what is its share?金融与交易中等数值题未尝试面试订阅4103Vol-Target Scaling 3A two-sleeve inverse-vol portfolio starts with vols 16% and 24%. If the first sleeve volatility drops by 25%, what are the new weights?金融与交易中等数值题未尝试面试订阅4104Vol-Target Scaling 4A three-sleeve inverse-vol portfolio uses vols 10%, 20%, and 40%. If the third sleeve volatility halves to 20%, by how many weight points does sleeve 3 gain after rebalancing?金融与交易中等数值题未尝试面试订阅4105Vol-Target Scaling 5Suppose a portfolio still holds weights (0.5, 0.3, 0.2) while sleeve volatilities are (10%, 20%, 30%) and correlations are zero. What fraction of portfolio variance comes from sleeve 3?金融与交易中等数值题未尝试面试订阅4106Risk-Contribution Concentration Check 1A portfolio holds rates, equity, and commodity sleeves with zero pairwise correlations. Weights are rates: 0.5, equity: 0.3, commodity: 0.2 and vols are rates 10.00\%, equity 18.00\%, commodity 30.00\%. Which sleeve contributes the most to portfolio variance, and what share of total variance does it contribute?金融与交易中等数值题未尝试面试订阅4111Why Risk Parity Often Uses LeverageWhy do many risk-parity portfolios end up levering low-volatility sleeves such as bonds or rates rather than simply holding them at cash weights?金融与交易中等essay未尝试面试订阅4112Why Equal Dollars Is Not Equal RiskA PM says, 'I split the book 50/50, so the two sleeves must matter equally.' What is wrong with that statement?金融与交易中等essay未尝试面试订阅4113Why Correlation Spikes Hurt Naive Risk ParityWhy can a naive inverse-vol portfolio look well balanced in calm times and then become badly unbalanced when correlations jump in stress?金融与交易中等essay未尝试面试订阅4114Why Vol Targeting Can Force Deleveraging After LossesWhy do practitioners worry that vol-target overlays can force deleveraging at exactly the worst time after a shock?金融与交易中等essay未尝试面试订阅4115A Fast Sanity Check for Risk-Parity AnswersWhat is a fast sanity check after you compute a risk-parity or inverse-vol allocation?金融与交易中等essay未尝试面试订阅4116Implementation Shortfall Arithmetic 1A buy order benchmarks performance to the arrival price 24. It fills in slices 30000@24.03, 20000@24.06, and exchange/commission fees are 0.004 dollars per share. What is the implementation shortfall in dollars and in basis points versus arrival?金融与交易中等数值题未尝试面试订阅4117Implementation Shortfall Arithmetic 2A sell order benchmarks performance to the arrival price 51.2. It fills in slices 25000@51.16, 15000@51.1, and exchange/commission fees are 0.003 dollars per share. What is the implementation shortfall in dollars and in basis points versus arrival?金融与交易中等数值题未尝试面试订阅4118Implementation Shortfall Arithmetic 3A buy order benchmarks performance to the arrival price 18.5. It fills in slices 40000@18.52, 10000@18.57, and exchange/commission fees are 0.0025 dollars per share. What is the implementation shortfall in dollars and in basis points versus arrival?金融与交易中等数值题未尝试面试订阅4119Implementation Shortfall Arithmetic 4A sell order benchmarks performance to the arrival price 76. It fills in slices 20000@75.95, 30000@75.9, and exchange/commission fees are 0.005 dollars per share. What is the implementation shortfall in dollars and in basis points versus arrival?金融与交易中等数值题未尝试面试订阅4120Implementation Shortfall Arithmetic 5A buy order benchmarks performance to the arrival price 102.4. It fills in slices 10000@102.46, 15000@102.5, 5000@102.57, and exchange/commission fees are 0.004 dollars per share. What is the implementation shortfall in dollars and in basis points versus arrival?金融与交易中等数值题未尝试面试订阅4121Spread-Impact Decomposition 1A buy slice arrives when the mid is 50. Crossing the spread costs 0.02 dollars per share, temporary impact is 0.03, and permanent impact is estimated at 0.01. What are the expected average fill price and the post-trade mid immediately after the market digests the permanent impact?金融与交易中等数值题未尝试面试订阅4122Spread-Impact Decomposition 2A sell slice arrives when the mid is 32.5. Crossing the spread costs 0.015 dollars per share, temporary impact is 0.025, and permanent impact is estimated at 0.008. What are the expected average fill price and the post-trade mid immediately after the market digests the permanent impact?金融与交易中等数值题未尝试面试订阅