鄭同學(xué)
2021-04-09 13:09老師，請教statement2，錯(cuò)在哪里呢？有沒有準(zhǔn)確的描述？
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 16:00
該回答已被題主采納
同學(xué)你好，如果把discretionary TAA改成systematic TAA的話那么statement 2就對了。以下兩句話需要記?。?br/>1.Discretionary TAA is predicated on the existence of manager skill in predicting and timing short-term market moves away from the expected outcome for each asset class that is embedded in the SAA policy portfolio
2.Systematic TAA attempts to capture asset class level return anomalies that have been shown to have some predictability and persistence.
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