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ZAA · 2019年01月13日

问一道题:NO.PZ2015122802000056 [ CFA I ]

问题如下图:

选项:

A.

B.

C.

解释:

选项C是什么意思呢?b为什么不对

1 个答案

maggie_品职助教 · 2019年01月13日

C:指数有三种权重设置方法,rebalancing就是定期调整指数权重使得它与要求的权重保持一致。

选项B是调整成分(reconstitute)的定义,当某种风格的指数偏离里它追踪的目标市场,它就需要调仓换股。

加油。

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