丹同學(xué)
2022-05-22 22:50請(qǐng)問(wèn)怎么理解Manager C’s portfolio turnover is greater than the frequency of signals generated?答案說(shuō)portfolio turnover should not be greater than the frequency of signals?
所屬:CFA Level III > Trading, Performance Evaluation, and Manager Selection 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
開(kāi)開(kāi)助教
2022-05-23 16:05
該回答已被題主采納
同學(xué)你好,這題問(wèn)你這個(gè)基金更適合Parade。
manager C 組合換手率太高(可以理解為交易頻率高),這有違Parade的IPS,因?yàn)镻arade的IPS中說(shuō)了偏好low turnover。turnover is greater than the frequency of signals generated.是指組合的換手率比策略產(chǎn)生的交易信號(hào)的頻率還要高,這就是在說(shuō)組合的換手率高。因此基金經(jīng)理C不適合。
【點(diǎn)贊】喲~。加油,祝你順利通過(guò)考試~
