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Ruthlessbaby · 2020年02月24日

问一道题:NO.PZ2019093001000016

问题如下:

The manager selection process begins by defining the universe of feasible managers. When defining this manager universe, the selection process should avoid:

选项:

A.

excluding managers based on historical risk-adjusted returns.

B.

identifying the benchmark against which managers will be evaluated.

C.

using third-party categorizations of managers to find those that might fill the desired role in the portfolio.

解释:

A is correct.

The focus of the initial screening process is on building a universe of managers that could potentially satisfy the identified portfolio need and should not focus on historical performance. Identifying a benchmark is a key component of defining the manager’s role in the portfolio, and third-party categorizations are an efficient way to build an initial universe which can then be further refined.

historical risk-adjusted returns 是指什么?

1 个答案

星星_品职助教 · 2020年02月24日

同学你好,

就是风险调整过的历史业绩。可以简单理解为过往业绩的sharpe ratio

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NO.PZ2019093001000016 问题如下 The manager selection process begins fining the universe of feasible managers. When fining this manager universe, the selection process shoulavoi A.exclung managers baseon historicrisk-austereturns. B.intifying the benchmark against whimanagers will evaluate C.using thirparty categorizations of managers to finthose thmight fill the sirerole in the portfolio. A is correct. The focus of the initiscreening process is on builng a universe of managers thcoulpotentially satisfy the intifieportfolio neeanshoulnot focus on historicperformance. Intifying a benchmark is a key component of fining the manager’s role in the portfolio, anthirparty categorizations are efficient wto builinitiuniverse whicthen further refine avoiexclung意思不就是要看历史业绩么?这样的表述是不是有问题呢?

2023-08-28 22:33 1 · 回答

NO.PZ2019093001000016 问题如下 The manager selection process begins fining the universe of feasible managers. When fining this manager universe, the selection process shoulavoi A.exclung managers baseon historicrisk-austereturns. B.intifying the benchmark against whimanagers will evaluate C.using thirparty categorizations of managers to finthose thmight fill the sirerole in the portfolio. A is correct. The focus of the initiscreening process is on builng a universe of managers thcoulpotentially satisfy the intifieportfolio neeanshoulnot focus on historicperformance. Intifying a benchmark is a key component of fining the manager’s role in the portfolio, anthirparty categorizations are efficient wto builinitiuniverse whicthen further refine 避免排除不是就等于包括的意思吗。。。那就是要包括基于历史表现来选择manager

2022-07-10 09:49 1 · 回答

老师你好, 1、这道题李老师讲避免因为基于不好的历史业绩就把基金经理排除。如果这样表达是理解的,但是A并没有表达说历史业绩不好啊。 2、那是不是可以理解为排除只基于历史业绩的基金经理,正确应该是包含基于历史和基于未来的业绩评价,如果这样理解,A应该就是不应该避免的了。

2020-10-31 18:52 1 · 回答

B是什么意思呢?

2020-10-23 21:47 1 · 回答

请问C为啥正确

2020-10-20 15:04 1 · 回答