邵同學(xué)
2023-12-16 14:42Measurement error for Asset BPV can arise even in the classic passive immunization strategy for Type I cash flows, which have set amounts and dates. Asset liquidity can become a risk factor in strategies that add active investing to otherwise passive fixed-income portfolios and would not be applicable here.老師您好，請(qǐng)問為啥active investment有流動(dòng)性風(fēng)險(xiǎn)？這句話怎么理解呢
所屬：CFA Level III > Fixed-Income 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
Simon助教
2023-12-17 11:30
該回答已被題主采納
同學(xué)，上午好。因?yàn)閍ctive management會(huì)涉及頻繁買賣債券，如果債券流動(dòng)性不好，會(huì)大幅增加交易成本。
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