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WINWIN8 · 2019年05月29日

问一道题:NO.PZ2016032802000046

问题如下图:

    

选项:

A.

B.

C.

解释:



老师,答案里有提到” model portfolio w/ the actual performance" 请问这是什么意思?


1 个答案

包包_品职助教 · 2019年05月30日

同学你好,model portfolio是指我们采用模型模拟的组合,actual performance 是实际管理的组合的业绩,这句话的意思是composite 不能把模型模拟的组合的业绩和实际业绩结合到一起。

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