Olive_品职助教 · 2020年12月01日
嗨，努力学习的PZer你好：
你说的应该是课后题A J Vinken 这个case其中的一段话。
Vinken writes, “Using the proprietary selection model for the past three years, the Stonebridge Fund would have earned an average annual return of almost 300 bps in excess of the fund’s actual return. Based on these simulated results, I am confident that employing the model will yield better performance results in the future; however, Silk Road Capital Management can make no statement of assurances or guarantee regarding future investment returns.”
这段话对应的是第24题，题目问有没有违反，答案是不违反。
虽然主人公对未来收益做了大胆预测，但是也说的很清楚，这是simulated results，未来收益不能保证。
如果主人公说未来收益肯定能保证，那么就肯定违反准则了。
-------------------------------就算太阳没有迎着我们而来，我们正在朝着它而去，加油！
