NO.PZ202206210100000401
问题如下:
Which asset allocation approach best describes the asset allocation choice suggested by Black to the board?选项:
A.Mean–variance B.Asset-segmentation C.Liability-relative解释:
SolutionC is correct. Investment in fixed-income securities specifically to generate cash distributions to offset the cash disbursements necessary for maintaining university costs in excess of tuition revenue is a liability-relative approach.
A is incorrect. A mean–variance approach is an asset-only approach that does not consider liabilities.
B is incorrect. An asset-segmentation approach is an asset-only approach that does not consider liabilities.
AO 有 mean–variance optimization;reverse optimization;B-L modle;resampled mean–variance optimization。请问B是哪一类呢,之前没见过