NO.PZ2019012201000017
问题如下:
When tracking an index with a large number of constituents and the assets managed is low, a relatively straightforward and technically simple method can be used to build a passive portfolio that requires fewer individual securities than the index. The portfolio construction method outlined is most likely:
选项:
A.optimization.
B.full replication.
C.stratified sampling.
解释:
C is correct.
考点:Portfolio construction
解析: 当要追踪的指数包含的成分股数量很多,且管理的资产水平相对较少时,最常用的是分层抽样方法。
Why when we see "Technically", we should exclude answer A?