100000145307
2024-06-29 12:41Q1 risk factors such as duration,在duration改變時(shí),不是就是active management 了?咋還enhanced indexing?
所屬:CFA Level III > Fixed-Income 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
Simon助教
2024-07-02 11:01
該回答已被題主采納
同學(xué),上午好。題目條件是small deviations in sector weightings are permitted,such risk factors as duration must closely match。意思是sector可以偏離,但duration必須匹配,所以是enhanced。
