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leon奋斗 · 2024年01月19日

老师，这里如果再出现一个选项：rebalance，那么与Reconstitution相比 ，应该选哪个，谢谢！

  1. CFA III
  2. Equity

NO.PZ2023010903000014

问题如下：

For the large-cap US equity portion of Sapphire’s investment portfolio, Cullen believes that there are some existing passive indexed-based funds that track the S&P 500 Index that the foundation should consider. Cullen presents Exhibit 2 to Sapphire’s board.

Exhibit 2 S&P 500 Index Funds

as an indexing technique, the number of holdings in Manager B’s index least likely illustrates:

选项：

A.

reconstituting

B.

packeting

C.

buffering

解释：

Reconstitution involves deleting names that are no longer in the index and adding names that have been approved as new index members. Therefore the holdings of the fund should always be 500.

就是想问问rebalance与Reconstitution 的区别，谢谢

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笛子_品职助教 · 2024年01月19日

嗨，爱思考的PZer你好：


老师，这里如果再出现一个选项：rebalance，那么与Reconstitution相比 ，应该选哪个，谢谢！


Hello，亲爱的同学~

原版书上给出的portfolio跟踪benchmark的方法只有3种：reconstituting、packeting、buffering。

因此这里如果有rebalance选项，也是不选的。


rebalance是指，多久run一次既定的策略。

而reconstituting是portfolio跟踪benchmark的三种方法之一。

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