185****1997
2025-06-08 20:30his approach would allow the fund manager of Portfolio A to separate the currency hedging function (currency beta), which can be done effectively internally, and the active currency management function (currency alpha) which can be managed externally by a foreign currency specialist。這個(gè)標(biāo)書里面有一個(gè)beta是internally alpha是externally,這個(gè)說(shuō)法對(duì)嗎?書上說(shuō)就算是beta收益(也就是hedge收益)也可以由內(nèi)部的團(tuán)隊(duì)做呀
所屬:CFA Level III > Derivatives and Risk Management 視頻位置 相關(guān)試題
來(lái)源: 視頻位置 相關(guān)試題
1個(gè)回答
Simon助教
2025-06-16 10:38
該回答已被題主采納
同學(xué),上午好。
這個(gè)表述正確。beta和alpha,具體由內(nèi)部還是外部團(tuán)隊(duì),是由具體策略決定的。這道題就alpha由外部團(tuán)隊(duì)。beta由內(nèi)部團(tuán)隊(duì)。
