趙同學(xué)
2021-08-08 09:45statement2和3為什么不對呢？
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個回答
Johnny助教
2021-08-09 14:48
該回答已被題主采納
同學(xué)你好，statement 2和3是反掉了。正確的說法應(yīng)該是：
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。投資經(jīng)理通過自身的技術(shù)能力預(yù)測到短期內(nèi)市場變動會偏離原來的預(yù)期結(jié)果，在這種情況下所進(jìn)行的TAA調(diào)整就叫discretionary TAA。
Systematic TAA（而不是discretionary） attempts to capture asset class level return anomalies that have been shown to have some predictability and persistence. Systematic TAA是根據(jù)一些可預(yù)測并且持續(xù)存在的市場異常來進(jìn)行短期調(diào)整
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回復(fù)Johnny：老師，請問3為什么不對呢，
