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重生之我是johnhull · 2022年02月09日

为啥用full replication

NO.PZ2019103001000034

问题如下:

The city also manages a separate, smaller bond portfolio for the Radford School District. During the next five years, the school district has obligations for school expansions and renovations. The funds needed for those obligations are invested in the Bloomberg Barclays US Aggregate Index. Kepler asks Ng which portfolio management strategy would be most efficient in mimicking this index.

Ng’s response to Kepler’s question about the most efficient portfolio management strategy should be:

选项:

A.

full replication

B.

active management

C.

an enhanced indexing strategy.

解释:

C is correct.

Under an enhanced indexing strategy, the index is replicated with fewer than the full set of index constituents but still matches the original index’s primary risk factors. This strategy replicates the index performance under different market scenarios more efficiently than the full replication of a pure indexing approach.

题目的要求是 most efficient in mimicking 

也没说非要cost efficient,我咋感觉题目想让我们最有效的不是降低成本,而是不计成本去追踪指数,所以我觉得应该用full replication,请问老师我思考哪里出错了?

1 个答案

pzqa015 · 2022年02月10日

嗨,从没放弃的小努力你好:


这里还是对英文单词理解的问题

most efficient是最有效的意思,这里最有效可以理解为以最低的成本达成效果,而不是你理解的不计成本的去投资,同时,mimicik意思是模拟、模仿,也提示了不是完全复制。

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