岳同學(xué)
2020-08-29 16:00請(qǐng)問 reading 13 Practice Problem Q2 Theoretically, higher-risk assets would warrant a narrow corridor because high-risk assets are more likely to stray from the desired strategic asset allocation. However, narrow corridors will likely result in more frequent rebalancing and increased transaction costs, so in practice corridor width is often specified to be proportionally greater the higher the asset class’s volatility. Thus, higher-risk assets should have a wider corridor to avoid frequent, costly rebalancing costs. 請(qǐng)問課本中是寫The higher the volatility, the narrower the optimal corridor. 哪個(gè)是正確的？
所屬：CFA Level III > Asset Allocation and Related Decisions in Portfolio Management 視頻位置 相關(guān)試題
來源： 視頻位置 相關(guān)試題
1個(gè)回答
Chris Lan助教
2020-08-31 17:17
該回答已被題主采納
同學(xué)你好
這兩個(gè)都是正確的，如果關(guān)注交易成本就要寬一點(diǎn)，如果關(guān)注與戰(zhàn)略性資產(chǎn)配置的偏離，那就要窄一些。題目一般會(huì)給出主人公的擔(dān)心，根據(jù)他擔(dān)心的內(nèi)容進(jìn)行判斷。
如果沒有特別強(qiáng)調(diào)成本，那就應(yīng)該窄一些，因?yàn)椴▌?dòng)過大，會(huì)偏離戰(zhàn)略性資產(chǎn)配置，從而偏離投資者的長(zhǎng)期目標(biāo)，這個(gè)問題可能更重要一些。
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