好同學(xué)
2024-04-21 16:09原版書(shū)課后題
Another client, Lars Velky, represents Velky Partners (VP), a large institutional investor with $500 million in investable assets. Velky is interested in adding less liquid asset classes, such as direct real estate, infrastructure, and private equity, to VP’s portfolio. 老師好,題目的描述是這樣然后選項(xiàng)這個(gè)為什么錯(cuò)了?B.i
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
2024-04-22 09:42
該回答已被題主采納
同學(xué)你好,B說(shuō)這些資產(chǎn)大類的指數(shù)能很好地代表這些資產(chǎn)大類的特征,那這個(gè)肯定是錯(cuò)的,畢竟這些資產(chǎn)是低流動(dòng)性/高成本的,其構(gòu)建出的指數(shù)也是不準(zhǔn)確的,缺乏足夠的交易量,很多都是依靠評(píng)估值來(lái)構(gòu)建指數(shù),這就會(huì)導(dǎo)致這些指數(shù)對(duì)于低流動(dòng)性資產(chǎn)的收益和波動(dòng)率的估測(cè)是不準(zhǔn)確的。
