第 69 / 88 页
非代码面试题
显示 20 / 1751 道匹配题目
答题状态：未尝试未正确已正确
ID题目领域难度题型进度权限
4086Why Most Real Desks Use Fractional KellyWhy do real trading desks and portfolio managers so often use fractional Kelly instead of full Kelly?金融与交易中等essay未尝试面试订阅4087Why Half Kelly Keeps Most of the GrowthWhy does half Kelly often look like an attractive compromise in practice?金融与交易中等essay未尝试面试订阅4088Why Fractional Kelly Is Really About Model RiskWhy is fractional Kelly best interpreted as a response to model risk rather than a rejection of Kelly logic?金融与交易中等essay未尝试面试订阅4089Why Drawdown Pain Is Not Captured by Asymptotic Growth AloneWhy can full Kelly be mathematically optimal in the long run and still feel practically intolerable?金融与交易中等essay未尝试面试订阅4090How to Sanity-Check a Fractional-Kelly AnswerWhat is a fast sanity check after you answer a fractional-Kelly sizing question?金融与交易中等essay未尝试面试订阅4091Inverse-Vol Risk-Parity Weights 1Inverse-volatility risk parity across three sleeves targets weights (0.5, 0.25, 0.25). If the first two sleeve volatilities are 10% and 20%, what volatility must the third sleeve have?金融与交易简单数值题未尝试面试订阅4092Inverse-Vol Risk-Parity Weights 2A two-sleeve inverse-volatility book currently uses vols 12% and 18%. A third sleeve with volatility 36% is added. What are the new fully invested inverse-volatility weights?金融与交易简单数值题未尝试面试订阅4093Inverse-Vol Risk-Parity Weights 3An inverse-volatility risk-parity portfolio uses three uncorrelated sleeves with vols 10%, 15%, and 30%. What leverage would scale the fully invested portfolio to a target portfolio volatility of 12%?金融与交易简单数值题未尝试面试订阅4094Inverse-Vol Risk-Parity Weights 4Inverse-volatility risk parity wants weight proportions 4:2:1 across three sleeves. If the first sleeve volatility is 8%, what sleeve volatilities are implied for the second and third sleeves?金融与交易简单数值题未尝试面试订阅4095Inverse-Vol Risk-Parity Weights 5A two-sleeve inverse-volatility portfolio starts from vols 14% and 21%. If the second sleeve volatility falls to 14%, what are the new weights?金融与交易简单数值题未尝试面试订阅4096Two-Asset Equal Risk Contribution 1A two-asset equal-risk-contribution portfolio uses long-only weights that sum to 1. Asset A has vol 10.00\%, asset B has vol 25.00\%, and their correlation is 0.3. 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