易同學(xué)
2021-04-08 17:53百題段_SS5 Asset Allocation_case1 Windsong,第六題,asset class differ from strategy in offering a non-skill-based ex ante expected return premium,這句話是什么意思呀?
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
Johnny助教
2021-04-12 15:43
該回答已被題主采納
同學(xué)你好,投資策略是與基金經(jīng)理的技能有關(guān)的,但是資產(chǎn)大類本身與技能就無關(guān)了,因此資產(chǎn)大類所提供的的預(yù)期回報(bào)溢價(jià)是和基金經(jīng)理本身的技巧無關(guān)的,也就是non-skill-based ex ante expected return premium
