开发者:上海品职教育科技有限公司 隐私政策详情

应用版本:4.2.11(IOS)｜3.2.5(安卓)APP下载

返回

Stella · 2024年07月11日

请问monte carol 方法与goal-based的关系是什么

  1. CFA III
  2. 个人IPS

NO.PZ2018091705000101

问题如下：

 Açor reviews a recent risk tolerance questionnaire completed by Njau, which relates to overall portfolio risk. Açor focuses on the type of capital sufficiency analysis to perform for Njau. To determine the optimal allocation, Açor seeks to ensure that Njau’s charitable pledge can be met and implements a goal- based investing approach. Açor runs a Monte Carlo simulation to determine the probability of success, which is the likelihood that Njau can meet her charitable pledge objective. The simulation results are presented in Exhibit 2.

Açor’s portfolio allocation for Njau is most likely optimized on the basis of: 

选项：

A.

a stated maximum level of volatility. 

B.

 total portfolio mean–variance efficiency.

C.

 the results of the risk tolerance questionnaire.

解释：

A is correct. Açor uses the goal- based investing approach by allocating with a focus on Njau’s charitable pledge to Udhamini. With this method, she seeks to optimize Njau’s portfolio so that the pledge goal has a high probability of being met. Açor will set aside a required amount of funds to invest, and a mean–variance optimization will be run specifically for that portion of Njau’s portfolio. The funds will be invested to a stated maximum level of volatility to meet the charitable need.

如题。是通过monte carol来进行目标的达成概率测算么，mvo应该也可以？只不过题中用的是monte carol？

添加评论
1 个答案
已采纳答案

王暄_品职助教 · 2024年07月12日

请问monte carol 方法与goal-based的关系是什么

Monte Carlo 方法（蒙特卡罗方法）与 goal-based（基于目标）的方法在本质上是两种不同的概念和方法论。要说关系，只能说Monte Carlo 方法可以被用于支持或实现基于目标的分析或决策过程。


如题。是通过monte carol来进行目标的达成概率测算么，mvo应该也可以？只不过题中用的是monte carol？

是的，你的理解是正确的。在这个场景中，Açor使用了Monte Carlo模拟来确定Njau实现其慈善捐赠目标的成功概率。Monte Carlo模拟是一种通过重复随机抽样来获得数值结果的方法，非常适合用于评估不确定性条件下的概率和潜在结果。

同时，Mean-Variance Optimization也是一种常用的投资组合优化方法，它旨在找到投资组合风险和预期收益之间的最佳平衡。然而，在这个特定的例子中，Açor更关注于实现Njau的特定目标（即慈善捐赠），因此选择了基于目标的投资方法，并通过Monte Carlo模拟来评估这一目标实现的可能性。

所以，Mean-Variance Optimization是一个有效的投资组合优化工具，但在这个案例中，Açor选择了更适合实现特定目标的Monte Carlo模拟方法。这并不意味着Mean-Variance Optimization不适用于这种情况，只是在这个特定的场景下，Monte Carlo模拟更加符合Açor的需求和目标。

  • 1

    回答

  • 0

    关注

  • 175

    浏览
相关问题

NO.PZ2018091705000101 问题如下 Açor reviews a recent risk toleranquestionnaire completeNjau, whirelates to overall portfolio risk. Açor focuses on the type of capitsufficienanalysis to perform for Njau. To termine the optimallocation, Açor seeks to ensure thNjau’s charitable plee cmet animplements a goal- baseinvesting approach. Açor runs a Monte Carlo simulation to termine the probability of success, whiis the likelihoothNjcmeet her charitable plee objective. The simulation results are presentein Exhibit 2.Açor’s portfolio allocation for Njis most likely optimizeon the basis of: A.a statemaximum level of volatility. totportfolio mean–varianefficiency. the results of the risk toleranquestionnaire. A is correct. Açor uses the goal- baseinvesting approaallocating with a focus on Njau’s charitable plee to Uamini. With this metho she seeks to optimize Njau’s portfolio so ththe plee goha high probability of being met. Açor will set asi a requireamount of fun to invest, ana mean–varianoptimization will run specifically for thportion of Njau’s portfolio. The fun will investeto a statemaximum level of volatility to meet the charitable nee 请问为什么不选择C呢？基于客户的风险承受问卷来模拟蒙特卡洛表？

2024-08-10 13:59 1 · 回答

NO.PZ2018091705000101问题如下 Açor reviews a recent risk toleranquestionnaire completeNjau, whirelates to overall portfolio risk. Açor focuses on the type of capitsufficienanalysis to perform for Njau. To termine the optimallocation, Açor seeks to ensure thNjau’s charitable plee cmet animplements a goal- baseinvesting approach. Açor runs a Monte Carlo simulation to termine the probability of success, whiis the likelihoothNjcmeet her charitable plee objective. The simulation results are presentein Exhibit 2.Açor’s portfolio allocation for Njis most likely optimizeon the basis of: A.a statemaximum level of volatility. totportfolio mean–varianefficiency.the results of the risk toleranquestionnaire. A is correct. Açor uses the goal- baseinvesting approaallocating with a focus on Njau’s charitable plee to Uamini. With this metho she seeks to optimize Njau’s portfolio so ththe plee goha high probability of being met. Açor will set asi a requireamount of fun to invest, ana mean–varianoptimization will run specifically for thportion of Njau’s portfolio. The fun will investeto a statemaximum level of volatility to meet the charitable nee为什么不选择B？什么情况选B？

2024-07-12 10:02 1 · 回答

NO.PZ2018091705000101 问题如下 Açor reviews a recent risk toleranquestionnaire completeNjau, whirelates to overall portfolio risk. Açor focuses on the type of capitsufficienanalysis to perform for Njau. To termine the optimallocation, Açor seeks to ensure thNjau’s charitable plee cmet animplements a goal- baseinvesting approach. Açor runs a Monte Carlo simulation to termine the probability of success, whiis the likelihoothNjcmeet her charitable plee objective. The simulation results are presentein Exhibit 2.Açor’s portfolio allocation for Njis most likely optimizeon the basis of: A.a statemaximum level of volatility. totportfolio mean–varianefficiency. the results of the risk toleranquestionnaire. A is correct. Açor uses the goal- baseinvesting approaallocating with a focus on Njau’s charitable plee to Uamini. With this metho she seeks to optimize Njau’s portfolio so ththe plee goha high probability of being met. Açor will set asi a requireamount of fun to invest, ana mean–varianoptimization will run specifically for thportion of Njau’s portfolio. The fun will investeto a statemaximum level of volatility to meet the charitable nee 请问B错在哪里？

2024-06-24 02:05 1 · 回答

NO.PZ2018091705000101 问题如下 Açor reviews a recent risk toleranquestionnaire completeNjau, whirelates to overall portfolio risk. Açor focuses on the type of capitsufficienanalysis to perform for Njau. To termine the optimallocation, Açor seeks to ensure thNjau’s charitable plee cmet animplements a goal- baseinvesting approach. Açor runs a Monte Carlo simulation to termine the probability of success, whiis the likelihoothNjcmeet her charitable plee objective. The simulation results are presentein Exhibit 2.Açor’s portfolio allocation for Njis most likely optimizeon the basis of: A.a statemaximum level of volatility. totportfolio mean–varianefficiency. the results of the risk toleranquestionnaire. A is correct. Açor uses the goal- baseinvesting approaallocating with a focus on Njau’s charitable plee to Uamini. With this metho she seeks to optimize Njau’s portfolio so ththe plee goha high probability of being met. Açor will set asi a requireamount of fun to invest, ana mean–varianoptimization will run specifically for thportion of Njau’s portfolio. The fun will investeto a statemaximum level of volatility to meet the charitable nee 同上

2024-02-15 11:35 3 · 回答