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layla · 2019年04月22日

问一道题:NO.PZ201809170400000203 第3小题 [ CFA III ]

* 问题详情,请 查看题干

expense ratio指的是什么? 为什么higher expense ratio  tracming error大?

问题如下图:

选项:

A.

B.

C.

解释:

1 个答案

maggie_品职助教 · 2019年04月23日

这个比率其实就是费率的意思,费率越高说明交易费用越高,我们就越难追得上benchmark的业绩,那么跟踪误差就越大。

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