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MiaChen · 2021年05月10日

看其他答案提到衍生品,请问衍生品那部分哪里提到了portfolio overlay.可以把那页的讲义发一下吗?

NO.PZ2019012201000056

问题如下:

Regulas Funds: Invests in a combination of global equity securities from 5–10 different countries. Portfolio weights are adjusted to take advantage of companies that appear to have the best near-term growth prospects.

Clickman asks Leeter how Regulas Funds determines its equity selections. Leeter says that Regulas uses monthly data from non-traditional, but measurable, sources to determine the influence of customer and government attitudes toward a firm and its products. Leeter also notes that Regulas compares its performance relative to an equity benchmark customized to its strategy and that the factors tend to be more volatile than traditional market factors. He also states that the fund does tend to suffer in performance when exchange rates are volatile.


Using Exhibit 1 and the equity selection process of Regulas Funds, the strategy will most likely benefit from:


选项:

A.

a portfolio overlay

B.

a new benchmark

C.

using annual rebalancing

解释:

Regulas Funds will benefit from a portfolio overlay of derivative securities to eliminate exchange rate risk.

B is incorrect. Regulas uses a custom benchmark that is already appropriate for its strategy.

C is incorrect. Annual rebalancing is too infrequent given the volatile nature of the factors used by Regulas.

看其他答案提到衍生品,请问衍生品那部分哪里提到了portfolio overlay.可以把那页的讲义发一下吗?一直没找到谢谢

1 个答案
已采纳答案

maggie_品职助教 · 2021年05月11日

嗨,从没放弃的小努力你好:


衍生品基础班讲义35页&强化班讲义19页:

另,我也把权益这边原版书中对该小点的介绍截图给你,供参考:

----------------------------------------------
虽然现在很辛苦,但努力过的感觉真的很好,加油!

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