stratified sampling
好像在fixed income 和在equity 里针对asset size情况不一样,一个说适合size大的,一个说适合size小的,还麻烦帮忙梳理一下?以下是我在equity的笔记,但是经典题里我记得有个fixed 厘米是50million,然后又说size太小,stratified不合适?
Stratified sampling is suitable.
1. There has a large number of constituents, or when managing a relatively low level fo assets.
2. Given that the index contains large number of constituents/300, and the manager has only 5million.