NO.PZ201812020100000505
问题如下:
Hui’s response to Doug’s question about the most efficient portfolio
management strategy should be:
选项:
A.
full replication.
B.
active management.
C.
an enhanced indexing strategy
解释:
C
is correct. Under an enhanced indexing strategy, the index is replicated with
fewer than the full set of index constituents but still matches the original
index’s primary risk factors. This strategy replicates the index performance
under different market scenarios more efficiently than the full replication of
a pure indexing approach.
老师 这段话是什么意思 我没明白为什么要mimick 指数啊 答案我能选出来 只是不知道他在做一个什么事