Goollii
2022-12-23 12:50AA example8下面這段話啥意思
Compared with the market-cap weighting of the parent index ，the weights in the low-volatility index are proportional to the inverse of return volatility, so that the highest-volatility security receives the lowest weight.
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(gè)回答
Johnny助教
2022-12-23 17:59
該回答已被題主采納
同學(xué)你好，low-volatility index的資產(chǎn)投資權(quán)重和收益波動(dòng)率呈反向關(guān)系，于是波動(dòng)率最高的資產(chǎn)會(huì)有最小的權(quán)重
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