王同學(xué)
2025-07-08 23:22請(qǐng)問(wèn)老師這道題C怎么理解呢
所屬：CFA Level III > Portfolio Construction 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
2025-07-10 10:13
該回答已被題主采納
同學(xué)，上午好。請(qǐng)問(wèn)是哪一小問(wèn)的C選項(xiàng)。
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追問(wèn)
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
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追答
題目問(wèn) least likely to be a limitation，C選項(xiàng)是limitation，所以不選。
關(guān)于C選項(xiàng)：簡(jiǎn)單來(lái)說(shuō)，因?yàn)閞isk-based approach，是基于因子來(lái)進(jìn)行資產(chǎn)配置。但是因子沒(méi)法直接投資，還需要，把因子轉(zhuǎn)換成對(duì)應(yīng)的資產(chǎn)大類，然后去做配置。所以要additional consideration。
然后，如果說(shuō)要調(diào)權(quán)重，要先想風(fēng)險(xiǎn)因子的權(quán)重怎么調(diào)，然后，再想背后對(duì)應(yīng)的資產(chǎn)類別，要怎么調(diào)。
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