问题如下图:
选项:
A.
B.
C.
解释:
这道题提到funds needed are invested on the index,我的理解这句话就说明已经是full replication了
发亮_品职助教 · 2019年02月11日
和这道题有关的语句只要是下面两句:
The funds needed for those obligations are invested in the Bloomberg Barclays US Aggregate Index.
Kepler asks Ng which portfolio management strategy would be most efficient in mimicking this index.
第一句,看出是使用被动的指数投资,被动地投资Bloomberg Barclays US Aggregate Index指数;可能用到的方法有:Full replication可以完全模拟指数、也可以Enhanced-indexing,根据指数的主要特性、数据进行模拟,甚至还可以投ETF等;
第二句也提到了,是高效地模拟这个指数,从选项来看,能够做到模拟指数的只有A、C两项,高效地做到模拟的是Enhanced indexing,因为只用match住指数的主要特征,避免了高的构建成本和较高的调仓费用。
NO.PZ201812020100000505问题如下 Hui’s response to ug’s question about the most efficient portfoliomanagement strategy shoulbe: full replication.active management.enhanceinxing strategy Cis correct. Unr enhanceinxing strategy, the inx is replicatewithfewer ththe full set of inx constituents but still matches the originalinx’s primary risk factors. This strategy replicates the inx performanceunr fferent market scenarios more efficiently ththe full replication ofa pure inxing approach. 老师 这段话是什么意思 我没明白为什么要mimi指数啊 答案我能选出来 只是不知道他在做一个什么事
问一道题:NO.PZ201812020100000505
问一道题:NO.PZ201812020100000505
问一道题:NO.PZ201812020100000505
题目要求mimic,答案不应该是a吗?