NO.PZ202206210100000402
问题如下:
Black’s suggestion to the board in regard to the asset weightings in the endowment portfolio is best described as allowing for an asset allocation that is:选项:
A.dynamic. B.tactical. C.indexed.解释:
SolutionB is correct. The ability to deviate from target portfolio weightings for short-term market opportunities is an example of tactical asset allocation, which is an active strategy. Dynamic asset allocation is a long-term active strategy, and indexing is a passive strategy.
A is incorrect. Dynamic asset allocation is a long-term active strategy, not a short-term strategy.
C is incorrect. The ability to deviate from target portfolio weightings for short-term market opportunities is an example of tactical asset allocation, which is an active strategy and not a passive strategy, such as indexing strategies.
题目的答案解析里说,dynamic是长期策略。但是这个讲解说,dynamic对应static,https://class.pzacademy.com/qa/146166。讲义上TAA只是分成了systematic和discretionary,请问SAA和TAA,dynamic和static的对应关系到底是怎么样的?