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jay1180 · 2023年01月09日

解释下C?

NO.PZ2018070201000133

问题如下:

What is the main purpose of tactical asset allocation strategy:

选项:

A.

trying to take the advantage of the arbitrage possibility among the asset classes.

B.

deviating from the policy portfolio deliberately.

C.

selecting asset classes with the desired exposures to systematic risk of the portfolio.

解释:

B is correct.

An investor uses tactical asset allocation to make actual asset allocation deviating from the strategic asset allocation of the policy portfolio which is described in the IPS. Tactical asset allocation can be used to take advantage of temporary dislocations from the market conditions and assumptions which drove the policy portfolio decision.

谢谢老师

1 个答案

pzqa27 · 2023年01月10日

嗨,从没放弃的小努力你好:


这个题问的是TAA的定义,TAA就是短期为了追求利益偏离我们的目标组合,所以是选B的,C说的是选择那些理想的系统性风险敞口的资产,这个选项不能说是驴唇不对马嘴,只能说是马嘴不对驴唇。TAA强调的是偏离目标组合,C说的是选择理想敞口,这俩压根不在一个频道上

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虽然现在很辛苦,但努力过的感觉真的很好,加油!

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