葛同學(xué)
2019-03-25 05:50Following Grinold’s fundamental law of active management, one should find: A A small number of investment bets increases the expected investment performance. B To maximize the information ratio, active investors need to either have high- quality predictions. C To maximize the information ratio, he shouldn’t place a large number of investment bets in a given year. D Investors should focus on increasing only their predictive ability relative to stock price movements. 選項(xiàng)a和c，都是少預(yù)測(cè)，為什么a對(duì)，c不對(duì)？ b選項(xiàng)，說(shuō)neet高質(zhì)量的預(yù)測(cè)，為什么不對(duì)？
所屬：FRM Part II 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
Crystal助教
2019-03-26 11:41
該回答已被題主采納
同學(xué)你好，這兩個(gè)是不一樣的，A選項(xiàng)說(shuō)的是猜測(cè)的數(shù)量越多，基金經(jīng)理猜測(cè)的準(zhǔn)確性是下降的。C選項(xiàng)說(shuō)的是想要IR最大，那么就應(yīng)該綜合考慮基金經(jīng)理的預(yù)測(cè)次數(shù)以及基金經(jīng)理預(yù)測(cè)的準(zhǔn)確程度。
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