曾同學(xué)
2021-12-20 21:08請(qǐng)問對(duì)應(yīng)知識(shí)點(diǎn)的原版書在哪里。
所屬：CFA Level III > Equity 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
開開助教
2021-12-21 10:07
該回答已被題主采納
同學(xué)你好，這個(gè)知識(shí)點(diǎn)在2022原版書V3第180頁，Considerations When Choosing a Benchmark Index，選擇benchmark時(shí)的考量因素。我們應(yīng)該根據(jù)投資者的objective和constraint去選基準(zhǔn)。
那么，文中說了，Winthrop asks Tong to select a benchmark for the domestic stock allocation that holds all sectors of the Canadian equity market and to focus the portfolio on highly liquid, well-known companies. In addition, Winthrop specifies that any stock purchased should have a relatively low beta, a high dividend yield, a low P/E, and a low price-to-book ratio (P/B).
highly liquid, well-known companies指向大盤股， relatively low beta, a high dividend yield, a low P/E, and a low price-to-book ratio (P/B).指向價(jià)值股。因此選 的基準(zhǔn)應(yīng)該時(shí)大盤偏價(jià)值的。
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