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三言午寺 · 2020年07月09日

问一道题:NO.PZ2018070201000133

问题如下:

What is the main purpose of tactical asset allocation strategy:

选项:

A.

trying to take the advantage of the arbitrage possibility among the asset classes.

B.

deviating from the policy portfolio deliberately.

C.

selecting asset classes with the desired exposures to systematic risk of the portfolio.

解释:

B is correct.

An investor uses tactical asset allocation to make actual asset allocation deviating from the strategic asset allocation of the policy portfolio which is described in the IPS. Tactical asset allocation can be used to take advantage of temporary dislocations from the market conditions and assumptions which drove the policy portfolio decision.

不太明白这个概念,这个在讲义的哪里呢?

三言午寺 · 2020年07月09日

哦哦哦,没事啦!

1 个答案

丹丹_品职答疑助手 · 2020年07月09日

嗨,从没放弃的小努力你好:


同学你好,92页


-------------------------------
加油吧,让我们一起遇见更好的自己!


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