王同學
2025-07-08 23:22請問老師這道題C怎么理解呢
所屬：CFA Level III > Portfolio Construction 視頻位置 相關試題
來源： 視頻位置 相關試題
1個回答
Simon助教
2025-07-10 10:13
該回答已被題主采納
同學，上午好。請問是哪一小問的C選項。
-
追問
Bruce Banner, CFA, is creating the asset allocation for the Shield Foundation (Shield), a nonprofit organization that provides grants and scholarships on an annual basis to researchers and students in environmental protection. Banner would like to add alternative investments to Shield’s portfolio, which currently includes only US common equity and debt securities.這道case的第一題，我選C了
-
追答
題目問 least likely to be a limitation，C選項是limitation，所以不選。
關于C選項：簡單來說，因為risk-based approach，是基于因子來進行資產配置。但是因子沒法直接投資，還需要，把因子轉換成對應的資產大類，然后去做配置。所以要additional consideration。
然后，如果說要調權重，要先想風險因子的權重怎么調，然后，再想背后對應的資產類別，要怎么調。
0
0
0
0
