NO.PZ2015121810000017
问题如下:
The full fundamental law of active management is stated as follows:
Which component on the right hand side represents the extent to which the portfolio manager’s expectations are realized? The
选项:
A.transfer coefficient, TC.
B.information coefficient, IC.
C.breadth, BR.
解释:
B is correct.
The IC measures an investment manager’s ability to forecast returns.
考点:information coefficient
解析:考字母的定义,IC衡量的是基金经理对投资收益预测的准确性。
老师好 理解IC 和TC 的区别, 就是 题目里怎么说法会是指TC? “represents the extent to which the portfolio manager’s expectations are realized? ”这句话 中的expectations are realized 刚开始读 感觉是在问多少被实现了, 所以感觉是TC, 但其实是指多少expected return 预测对了,所以是IC. 题目里该怎么问,答案会是TC。 谢谢。