可同學
2021-05-02 20:05老師，statement 2和3為啥錯？
所屬：CFA Level III > Asset Allocation and Related Decisions in Portfolio Management 視頻位置 相關試題
來源： 視頻位置 相關試題
1個回答
Johnny助教
2021-05-03 23:15
該回答已被題主采納
同學你好。Statement 2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.
Statement 3錯是因為TAA是不可以超出upper and lower limits的。
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