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Marina_0122 · 2020年02月23日

问一道题：NO.PZ2015121810000070 [ CFA II ]

  1. CFA II
  2. Portfolio

问题如下：

Which of the following statements regarding applications of ETFs in portfolio management is correct?

选项：

A.

Equity ETFs tend to be more active than fixed-income ETFs.

B.

The range of risk exposures available in the futures market is more diverse than that available in the ETF space.

C.

ETFs that have the highest trading volumes in their asset class category are generally preferred for tactical trading applications.

解释：

C is correct. ETFs that have the highest trading volumes in their asset class category are generally preferred for tactical trading applications.

跟前面一题选Tactical有什么区别？有点搞不明白？
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1 个答案

丹丹_品职答疑助手 · 2020年02月23日

同学你好，本题和NO.PZ201512180000069都是对于asset class exposure management 部分的考察。

1.ETF既可以被strategy trading 以及tactical trading

其中tactical trading中常用的etf策略为thematic ETFs。

而strategy trading 中常用策略为 factor （smart beta）ETF 以及 risk management。

2.ETFs that have the highest trading volumes in their asset class category are generally preferred for tactical trading applications , and the liquidity in many of the largest ETFs offered in each region makes them very suited for this purpose. Trading costs and liquidity ,rather than management fees ,are the important criteria in selecting an ETF for tactical adjustments.

对于 tactical trading而言，其流动性和交易费率对其策略影响比管理费率更高，ETF因为其高流动性及高发行量，更被这类投资人喜爱。

 

 

 

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NO.PZ2015121810000070 The range of risk exposures available in the futures market is more verse ththavailable in the ETF space. ETFs thhave the highest trang volumes in their asset class category are generally preferrefor tactictrang applications. C is correct. ETFs thhave the highest trang volumes in their asset class category are generally preferrefor tactictrang applications. 老师，B能在讲一下嘛？课件上没有找到相关的知识呢

2021-12-01 17:09 1 · 回答

NO.PZ2015121810000070 可以一下B和C吗？

2021-03-29 20:16 1 · 回答

The range of risk exposures available in the futures market is more verse ththavailable in the ETF space. ETFs thhave the highest trang volumes in their asset class category are generally preferrefor tactictrang applications. C is correct. ETFs thhave the highest trang volumes in their asset class category are generally preferrefor tactictrang applications. A为什么错，对比fixeincome,equity不是更活跃，流动性更强嘛

2021-03-08 13:06 1 · 回答

The range of risk exposures available in the futures market is more verse ththavailable in the ETF space. ETFs thhave the highest trang volumes in their asset class category are generally preferrefor tactictrang applications. C is correct. ETFs thhave the highest trang volumes in their asset class category are generally preferrefor tactictrang applications. 难道bonETF比Equity ETF更active吗

2020-06-11 20:44 1 · 回答

老师请问，为何FixeIncome会更加active一些

2020-03-06 00:33 1 · 回答