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黄路迦 · 2024年04月22日

3为什么错了

* 问题详情,请 查看题干

NO.PZ201803130100000108

问题如下:

Which of Müller’s comments about the other approaches to asset allocation is correct?

选项:

A.

Comment 1

B.

Comment 2

C.

Comment 3

解释:

A is correct.

Comment 1 is correct because the "120 minus your age" rule reduces the equity allocation as the client ages, while the 60/40 rule makes no such adjustment. Comments 2 and 3 are not correct. The Yale model emphasizes investing in alternative assets (such as hedge funds, private equity, and real estate) as opposed to investing in traditional asset classes (such as stock and bonds). The 1/N rule allocates an equal weight to each asset without regard to its investment characteristics, treating all assets as indistinguishable in terms of mean returns, volatility, and correlations.

3为什么错了

1 个答案

Lucky_品职助教 · 2024年04月23日

嗨,从没放弃的小努力你好:


同学你好。


1/N的资产配置方式,表现为组合内的每个资产,都非常简单的分配相同的权重,一般都是对金融投资不了解的投资者所采用。这种方式在资产配置时并不考虑投资者自身的收益目标和风险限制,也不考虑每种资产的投资特征,例如平均回报、波动性和相关性等方面。

所以Comment 3是错误的。



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