馮同學(xué)
2022-05-02 09:25錯(cuò)題 請(qǐng)?jiān)斀?
所屬：CFA Level III > Asset Allocation and Related Decisions in Portfolio Management 視頻位置 相關(guān)試題
來(lái)源： 視頻位置 相關(guān)試題
1個(gè)回答
Johnny助教
2022-05-03 00:24
該回答已被題主采納
同學(xué)你好，對(duì)此我們要參照原版書(shū)是如何描述的
對(duì)于statement 2，原版書(shū)的原文是：systematic TAA attempts to capture asset class level return anomalies that have been shown to have some predictability and persistence。因此statement 2如果把discretionary TAA改成systematic TAA就對(duì)了。
對(duì)于discretionary TAA的正確描述應(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。所以它是根據(jù)投資經(jīng)理的對(duì)于未來(lái)短期市場(chǎng)走勢(shì)的預(yù)測(cè)來(lái)進(jìn)行調(diào)整。
Statement 3錯(cuò)是因?yàn)門(mén)AA的權(quán)重是不能超出range上下限的
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