木同學(xué)
2024-05-16 12:40Q. Which of the following statements regarding applications of ETFs in portfolio management is corre為什么B不對(duì) A.Equity ETFs tend to be more active than fixed-income ETFs. B. The range of risk exposures available in the futures market is more diverse than that available in the ETF space. C. ETFs that have the highest trading volumes in their asset class category are generally preferred for tactical
Q. Which of the following statements regarding applications of ETFs in portfolio management is correct為什么B不對(duì) B. The range of risk exposures available in the futures market is more diverse than that available in the ETF space.
所屬：CFA Level II > 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
Alex Chagall助教
2024-05-17 13:07
該回答已被題主采納
同學(xué)，你好！
ETF中可用的風(fēng)險(xiǎn)敞口范圍比期貨市場(chǎng)中可用的風(fēng)險(xiǎn)敞口范圍更廣。
我們投資于某些資產(chǎn)，其實(shí)從本質(zhì)來(lái)說(shuō)就是承擔(dān)了它們相應(yīng)的敞口，并獲得相應(yīng)的收益。
例如我們投資股票市場(chǎng)就是獲得了股票市場(chǎng)的風(fēng)險(xiǎn)敞口，投資債券就會(huì)獲得利率、信用等風(fēng)險(xiǎn)敞口。
ETF的產(chǎn)品類型很豐富，除了基本的股債商類ETF外，還有smart beta等專門(mén)提供因子風(fēng)險(xiǎn)敞口的產(chǎn)品（例如你可以通過(guò)買value ETF來(lái)獲得價(jià)值因子的收益），這個(gè)是期貨市場(chǎng)提供不了的。
望采納，謝謝！
祝你成功通過(guò)考試呀！
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