开发者:上海品职教育科技有限公司 隐私政策详情

应用版本:4.2.11(IOS)|3.2.5(安卓)APP下载

WOO2019 · 2022年11月05日

risk profile是机构IPS里的考点?你们搞错了分类了吧,视频里也没讲?什么鬼

* 问题详情,请 查看题干

NO.PZ202205190400000302

问题如下:

Q. Discuss two reasons why the increased risk profile is appropriate. Justify your response.

选项:

解释:

Solution

Reasons to justify the increased risk profile include the following:

  1. The board members’ lower return expectations for public equity and fixed-income asset classes imply a higher level of risk must be taken to achieve the same level of returns.

  2. For a long-horizon institutional investor like Pell Tech, the ability to tolerate illiquidity creates an opportunity to improve portfolio diversification and expected returns as well as access a broader set of investment strategies. In mean–variance optimization models, the inclusion of illiquid assets in the eligible investment universe may shift the efficient frontier for their portfolio upwards, theoretically resulting in greater efficiency (i.e., higher expected returns will be gained across all given levels of risk).

  3. The portfolio risk profile for the endowment is currently more conservative in comparison to those of peer universities.

  4. Smith’s Monte Carlo simulations suggest that the proposed asset allocation has a higher probability of achieving the return target while better preserving the purchasing power of the endowment.

risk profile是机构IPS里的考点?你们搞错了分类了吧,视频里也没讲?什么鬼

1 个答案

lynn_品职助教 · 2022年11月08日

嗨,爱思考的PZer你好:


是的,整个Case Study中出得课后题、例题都非常怪,不仅有其他部分的知识点,还有已经不在当前大纲中的知识点,但目前协会没有进行更新或勘误。

这道题也是Reading 28 ■ Case Study in Portfolio Management: Institutional 的课后练习题,没有印象是因为只在这个案例中提到了,case study中这道题只是想讲一讲risk profile for the endowment的相关知识点,看看答案就可以。

----------------------------------------------
虽然现在很辛苦,但努力过的感觉真的很好,加油!

  • 1

    回答
  • 1

    关注
  • 422

    浏览
相关问题

NO.PZ202205190400000302 问题如下 Q. scuss two reasons why the increaserisk profile is appropriate. Justify your response. SolutionReasons to justify the increaserisk profile inclu the following: The boarmembers’ lower return expectations for public equity anfixeincome asset classes imply a higher level of risk must taken to achieve the same level of returns. For a long-horizon institutioninvestor like Pell Tech, the ability to tolerate illiquity creates opportunity to improve portfolio versification anexpectereturns well access a broar set of investment strategies. In mean–varianoptimization mols, the inclusion of illiquiassets in the eligible investment universe mshift the efficient frontier for their portfolio upwar, theoretically resulting in greater efficien(i.e., higher expectereturns will gaineacross all given levels of risk). The portfolio risk profile for the enwment is currently more conservative in comparison to those of peer universities. Smith’s Monte Carlo simulations suggest ththe proposeasset allocation ha higher probability of achieving the return target while better preserving the purchasing power of the enwment. 麻烦翻译一下答案,补充对应的知识点

2024-07-06 23:55 2 · 回答

NO.PZ202205190400000302 问题如下 Q. scuss two reasons why the increaserisk profile is appropriate. Justify your response. SolutionReasons to justify the increaserisk profile inclu the following: The boarmembers’ lower return expectations for public equity anfixeincome asset classes imply a higher level of risk must taken to achieve the same level of returns. For a long-horizon institutioninvestor like Pell Tech, the ability to tolerate illiquity creates opportunity to improve portfolio versification anexpectereturns well access a broar set of investment strategies. In mean–varianoptimization mols, the inclusion of illiquiassets in the eligible investment universe mshift the efficient frontier for their portfolio upwar, theoretically resulting in greater efficien(i.e., higher expectereturns will gaineacross all given levels of risk). The portfolio risk profile for the enwment is currently more conservative in comparison to those of peer universities. Smith’s Monte Carlo simulations suggest ththe proposeasset allocation ha higher probability of achieving the return target while better preserving the purchasing power of the enwment. 老师,能帮忙理一下这道题目两个问题的答题思路吗?看了答案有点懵,谢谢

2023-10-19 10:37 1 · 回答

NO.PZ202205190400000302 问题如下 Q. scuss two reasons why the increaserisk profile is appropriate. Justify your response. SolutionReasons to justify the increaserisk profile inclu the following: The boarmembers’ lower return expectations for public equity anfixeincome asset classes imply a higher level of risk must taken to achieve the same level of returns. For a long-horizon institutioninvestor like Pell Tech, the ability to tolerate illiquity creates opportunity to improve portfolio versification anexpectereturns well access a broar set of investment strategies. In mean–varianoptimization mols, the inclusion of illiquiassets in the eligible investment universe mshift the efficient frontier for their portfolio upwar, theoretically resulting in greater efficien(i.e., higher expectereturns will gaineacross all given levels of risk). The portfolio risk profile for the enwment is currently more conservative in comparison to those of peer universities. Smith’s Monte Carlo simulations suggest ththe proposeasset allocation ha higher probability of achieving the return target while better preserving the purchasing power of the enwment. In mean–varianoptimization mols, the inclusion of illiquiassets in the eligible investment universe mshift the efficient frontier for their portfolio upwar, theoretically resulting in greater efficien(i.e., higher expectereturns will gaineacross all given levels of risk)这上面在这句话是什么意思? 主观题答题的逻辑框架是什么? 课后题目的答案都是一大段一大段的?

2023-04-16 17:48 1 · 回答

NO.PZ202205190400000302 问题如下 Q. scuss two reasons why the increaserisk profile is appropriate. Justify your response. SolutionReasons to justify the increaserisk profile inclu the following: The boarmembers’ lower return expectations for public equity anfixeincome asset classes imply a higher level of risk must taken to achieve the same level of returns. For a long-horizon institutioninvestor like Pell Tech, the ability to tolerate illiquity creates opportunity to improve portfolio versification anexpectereturns well access a broar set of investment strategies. In mean–varianoptimization mols, the inclusion of illiquiassets in the eligible investment universe mshift the efficient frontier for their portfolio upwar, theoretically resulting in greater efficien(i.e., higher expectereturns will gaineacross all given levels of risk). The portfolio risk profile for the enwment is currently more conservative in comparison to those of peer universities. Smith’s Monte Carlo simulations suggest ththe proposeasset allocation ha higher probability of achieving the return target while better preserving the purchasing power of the enwment. $3.5 billion的规模是很大的了,haccess to top manager. 且enwment的investment objective是maintain purchase power into perpetuity,因此投资期很长,也支持increase。Again,考点是基础班讲义哪里?

2022-08-16 18:03 1 · 回答