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广超 · 2020年03月09日

问一道题:NO.PZ2015122802000084 [ CFA I ]

问题如下:

If markets are semi-strong-form efficient, then passive portfolio management strategies are most likely to:

选项:

A.

earn abnormal returns.

B.

outperform active trading strategies.

C.

underperform active trading strategies.

解释:

B  is correct.

Costs associated with active trading strategies would be difficult to recover; thus, such active trading strategies would have difficulty outperforming passive strategies on a consistent after-cost basis.

请问这道题选项A为什么不对?
1 个答案

maggie_品职助教 · 2020年03月10日

嗨,从没放弃的小努力你好:


因为半强有效的市场做主动投资已经不能获得超额收益了。请看下讲义112页:


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


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