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琳 · 2024年08月30日

如题,谢谢

NO.PZ2015121801000133

问题如下:

Tactical asset allocation is best described as:

选项:

A.

attempts to exploit arbitrage possibilities among asset classes.

B.

the decision to deliberately deviate from the policy portfolio.

C.

selecting asset classes with the desired exposures to sources of systematic risk in an investment portfolio.

解释:

B  is correct.

Tactical asset allocation allows actual asset allocation to deviate from that of the strategic asset allocation (policy portfolio) of the IPS. Tactical asset allocation attempts to take advantage of temporary dislocations from the market conditions and assumptions that drove the policy portfolio decision.

请问这道题的知识点在哪里,谢谢

1 个答案
已采纳答案

Kiko_品职助教 · 2024年08月30日

嗨,从没放弃的小努力你好:


这道题考查对Tactical asset allocation的理解。在基础班讲义88页。战术资产配置为了抓取短期机会,是允许实际资产配置偏离IPS中的战略资产配置。答案B。

这道题是基础班讲义的原题,在93页。

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