156****1305
2020-11-29 11:05第13題,答案中說(shuō)should not focus on historical performance,但是A選項(xiàng)the selection process should avoid: excluding managers based on historical risk-adjusted returns.雙重否定不就是要包含managers based on historical risk-adjusted returns了嗎?
所屬:CFA Level III > Trading, Performance Evaluation, and Manager Selection 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
開(kāi)開(kāi)助教
2020-11-30 10:28
該回答已被題主采納
同學(xué)你好,“ excluding managers based on historical risk-adjusted returns”的意思是根據(jù)歷史表現(xiàn)排除基金經(jīng)理,所以需要avoid 單純依據(jù)歷史業(yè)績(jī)?nèi)ヅ懦艋鸾?jīng)理這個(gè)表述是對(duì)的。
致正在努力的你,望能解答你的疑惑~
如此次答疑能更好地幫助你理解該知識(shí)點(diǎn),煩請(qǐng)【點(diǎn)贊】。你的反饋是我們進(jìn)步的動(dòng)力,祝你順利通過(guò)考試~
