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13632178408 · 2020年02月22日

请问选项A是什么意思?在哪个位置问一道题:NO.PZ2019093001000008 [ CFA III ]

问题如下图:

选项:

A.

B.

C.

请问选项A是什么意思。。。 解释:

1 个答案

星星_品职助教 · 2020年02月22日

同学你好,

A选项的意思是不存在投资风格的变化。由于基金经理的实际投资风格和此前陈述的不符,所以是存在投资风格的变化。

style drift在performance里更多的是一个应用,权益里也讲过这个概念。

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