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IanZQ · 2023年07月20日

这题还在考纲么

  1. CFA III
  2. Asset Allocation

* 问题详情，请 查看题干

NO.PZ202212280100002002

问题如下：

ii. Identify one advantage in Thurlow’s situation of the ALM approach compared to the AO approach. (2008 Q4)

选项：

解释：

Asset Liability Management (ALM) is preferred because:

1. ALM reduces risk by explicitly considering the liability exposures of the pension plan.

2. The Asset Only approach can result in inefficient investment policies that may expose the plan to excessive and unrewarded risk relative to liabilities.

3. ALM approaches typically result in an optimal portfolio with a higher fixed income allocation.

这题还在考纲么

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1 个答案

lynn_品职助教 · 2023年07月21日

嗨，从没放弃的小努力你好：


还在，同学可以下载这两份资料看一看，非常有帮助。


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努力的时光都是限量版，加油！

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