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2022-08-08 21:07官網(wǎng)題，Discretionary TAA attempts to capture asset-class-level return anomalies that have been shown to
官網(wǎng)題，Discretionary TAA attempts to capture asset-class-level return anomalies that have been shown to have some predictability and persistence. 和 TAA allows a manager to deviate from the IPS asset-class upper and lower limits if the shift is expected to produce higher expected risk-adjusted returns.
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
2022-08-09 10:38
該回答已被題主采納
同學你好，正確表述應當如下：
Statement 2：Systematic TAA attempts to capture asset class level return anomaliesthat have been shown to have some predictability and persistence. 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.
Statement 3：TAA的權重范圍不能夠超出原先制定的upper and lower limit
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