问题如下图:
选项:
A.
B.
C.
解释:
为什么不是C呢,题中还提到include a plan,说明是有计划而非随机性的啊,根据定义:Discretionary TAA is predicated on the existence of manager skill in predicting and timing short-term market moves away from the expected outcome for each asset class that is embedded in the SAA policy portfolio.
Using signals, systematic TAA attempts to capture asset class level return anomalies that have been shown to have some predictability and persistence,感觉应该是C啊