NO.PZ2015121810000077
问题如下:
The expanded fundamental law of active management is stated as follows:
Which component on the righthand 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.
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。
讲义248页如下: