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Awayber · 2024年08月17日

goal-based 和asset only 这种题怎么区分呢老师?

*An investor mentions to her portfolio manager that her main goal is to maximize her portfolio's Sharpe ratio while also considering her risk tolerance and constraints. Which of the following asset allocation approaches is most appropriate for the investor?

A) Asset-only approach.

B) Goals-based approach.

C) Liability-based approach.


我觉得选B 答案选A

goal-based 和asset only 这种题怎么区分呢老师?

1 个答案

lynn_品职助教 · 2024年08月18日

嗨,爱思考的PZer你好:


goal-based investing approach, 是指我们要分层考虑每一个goal, 在每一个goal里,且在投资者可接受范围内挑一个最大风险的allocation以便于获得最大化的收益


重点在分层,这道题没提所以就是AO

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