NO.PZ202207040100000604
问题如下:
As an indexing technique, the number of holdings in Manager B’s index least likely illustrates:
选项:
A.Reconstitution.
B.packeting.
C.buffering.
解释:
Solution
Reconstitution
involves deleting names that are no longer in the index and adding names that
have been approved as new index members. Therefore the holdings of the fund
should always be 500.
看了老师对其他问题的解答,理解了为什么packeting的方法会使得portfolio的股票数量只会大于或等于benchmark的股票数量,希望再进一步解答为什么buffer的方法会让股票数量大于,等于,小于都可以呢。知道buffer是设置一个安全垫,所以大于或者等于benchmark的股票数量能理解,只不过小于的话是怎么实现的呢,剔除掉组合中股票的一部分?不还是算一只么,谢谢。