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小菜菜 · 2024年07月19日

请教一下老师，reconstitution的知识点在哪个位置？

  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.

请教一下老师，reconstitution的知识点在哪个位置~

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笛子_品职助教 · 2024年07月20日

嗨，爱思考的PZer你好：


Hello，亲爱的同学~

reconstitution的知识点，在基础讲义第44页。图示如下：

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加油吧，让我们一起遇见更好的自己！

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