开发者:上海品职教育科技有限公司 隐私政策详情

应用版本:4.2.11(IOS)|3.2.5(安卓)APP下载

Alex · 2024年11月21日

请问这样回答可以拿到全分嘛?

NO.PZ2023010407000028

问题如下:

Ingerðria Greslö is an adviser with an investment management company and focuses on asset allocation for the company’s high-net-worth investors. She prepares for a meeting with Maarten Pua, a new client who recently inherited a $10 million portfolio solely comprising public equities.

Greslö meets with Pua and proposes that she create a multi-asset portfolio by selling a portion of his equity holdings and investing the proceeds in another asset class. Greslö advises Pua that his investment objective should be to select an asset class that has a high potential to fulfill two functional roles: risk diversification and capital growth. Greslö suggests the following three asset classes:

· Public real estate

· Private real assets (timber)

· Equity long/short hedge funds

Determine the most appropriate equity-related hedge fund strategy that Shaindy should employ. Justify your response.

选项:

解释:


回答:


Private real assets (timber) is the most appropriate strategy.


Public real estate share some same characters with public equities, which could not provide risk diversification. While the expected return of equity long/short hedge fund is less than private real assets. As such private real assets (timber) is the most appropriate strategy for risk diversification and capital growth purposes.

1 个答案

伯恩_品职助教 · 2024年11月21日

嗨,努力学习的PZer你好:


可以的,但是这两句话最好还是加上,这两句话相当于是直接说明timber的实用的原因

Timber exhibits a low correlation with public equities and canfulfill the functional role of risk diversification.

Timber provides high long-term returns and can fulfill the functional role of capital growth.

----------------------------------------------
努力的时光都是限量版,加油!

Alex · 2024年11月21日

不好意思,这里我还有个问题 在听课的时候,老师强调:PE和Hedge Fund能提供更高的收益和Risk Diversification,而实物资产和房地产更能抗通胀。在这道题里,我的理解Timber的收益率是不及hedge fund的,为什么还要提到return呢?

  • 1

    回答
  • 0

    关注
  • 4

    浏览
相关问题

NO.PZ2023010407000028问题如下 Ingerðria Greslö is aiser with investment management companyanfocuses on asset allocation for the company’s high-net-worth investors. Sheprepares for a meeting with Maarten Pua new client who recently inheritea$10 million portfolio solely comprising public equities.Greslö meets withPua anproposes thshe create a multi-asset portfolio selling a portionof his equity holngs aninvesting the procee in another asset class.Greslö aises Pua thhis investment objective shoulto seleassetclass thha high potentito fulfill two functionroles: riskversification ancapitgrowth. Greslö suggests the following three assetclasses: · Public reestate· Private reassets (timber)· Equity long/short hee funterminethe most appropriate equity-relatehee funstrategy thShain shoulmploy. Justify your response. 请问老师什么时候才会考虑配置hee fun?它提供的资本回报比林地这种实物资产要低吗?

2024-11-19 22:02 1 · 回答

NO.PZ2023010407000028 问题如下 Ingerðria Greslö is aiser with investment management companyanfocuses on asset allocation for the company’s high-net-worth investors. Sheprepares for a meeting with Maarten Pua new client who recently inheritea$10 million portfolio solely comprising public equities.Greslö meets withPua anproposes thshe create a multi-asset portfolio selling a portionof his equity holngs aninvesting the procee in another asset class.Greslö aises Pua thhis investment objective shoulto seleassetclass thha high potentito fulfill two functionroles: riskversification ancapitgrowth. Greslö suggests the following three assetclasses: · Public reestate· Private reassets (timber)· Equity long/short hee funterminethe most appropriate equity-relatehee funstrategy thShain shoulmploy. Justify your response. 请问Private reassets (timber)是equity-relatehee fun吗?equity相关的策略,讲了long-short, cateshort和short biasEMN三种策略,里面没有包括reasset啊

2024-07-27 17:46 2 · 回答

NO.PZ2023010407000028 问题如下 Ingerðria Greslö is aiser with investment management companyanfocuses on asset allocation for the company’s high-net-worth investors. Sheprepares for a meeting with Maarten Pua new client who recently inheritea$10 million portfolio solely comprising public equities.Greslö meets withPua anproposes thshe create a multi-asset portfolio selling a portionof his equity holngs aninvesting the procee in another asset class.Greslö aises Pua thhis investment objective shoulto seleassetclass thha high potentito fulfill two functionroles: riskversification ancapitgrowth. Greslö suggests the following three assetclasses: · Public reestate· Private reassets (timber)· Equity long/short hee funterminethe most appropriate equity-relatehee funstrategy thShain shoulmploy. Justify your response. Private reassets (timber) is most appropriate. the reasons are following:1.Private reassets cprovis risk versification ancapitgrowth.2.comparewith private reassets, Public reestate anEquity long/short hee fun's versification is less.

2024-01-11 17:50 1 · 回答

NO.PZ2023010407000028 问题如下 Ingerðria Greslö is aiser with investment management companyanfocuses on asset allocation for the company’s high-net-worth investors. Sheprepares for a meeting with Maarten Pua new client who recently inheritea$10 million portfolio solely comprising public equities.Greslö meets withPua anproposes thshe create a multi-asset portfolio selling a portionof his equity holngs aninvesting the procee in another asset class.Greslö aises Pua thhis investment objective shoulto seleassetclass thha high potentito fulfill two functionroles: riskversification ancapitgrowth. Greslö suggests the following three assetclasses: · Public reestate· Private reassets (timber)· Equity long/short hee funterminethe most appropriate equity-relatehee funstrategy thShain shoulmploy. Justify your response. private reasset需要比较大的初始投入吧,Pull一共就继承了10个million的财产,整体资金还是比较一般的,所以投public的更好一些?

2023-07-30 19:03 1 · 回答