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尚好的青春 · 2023年12月16日

请问这题目的定位在题干什么位置?

* 问题详情,请 查看题干

NO.PZ202206210100000402

问题如下:

Black’s suggestion to the board in regard to the asset weightings in the endowment portfolio is best described as allowing for an asset allocation that is:

选项:

A.dynamic. B.tactical. C.indexed.

解释:

Solution

B is correct. The ability to deviate from target portfolio weightings for short-term market opportunities is an example of tactical asset allocation, which is an active strategy. Dynamic asset allocation is a long-term active strategy, and indexing is a passive strategy.

A is incorrect. Dynamic asset allocation is a long-term active strategy, not a short-term strategy.

C is incorrect. The ability to deviate from target portfolio weightings for short-term market opportunities is an example of tactical asset allocation, which is an active strategy and not a passive strategy, such as indexing strategies.

没有找到关键句子,不知道在考什么知识点


1 个答案

lynn_品职助教 · 2023年12月17日

嗨,爱思考的PZer你好:


考的是AA的类型,关键句子要结合选项来判断。


SAA (Strategic)是和tactical AA相对的,SAA是长期战略,TAA是短期的在可控范围内的战术偏离。


Static asset allocation和dynamic 是两对相对的概念,Static是静态的模型,比如MVO,dynamic是动态的模型,比如Monte Carlo simulation。

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