标题: Quiz: Core Satellite versus Alpha Swing [打印本页] 作者: cfa10yrplan 时间: 2011-7-11 19:37 标题: Quiz: Core Satellite versus Alpha Swing
Only 20% of the fund is invested with a Passive indexing manager and 80% is to Active alpha managers. This fund is following a:
A) Core-satellite approach
B) Not Core-Satellite
C) Alpha Swing
NB: Alpha Swing-- search for this term in CFAI book grey box example
Edited 1 time(s). Last edit at Tuesday, May 24, 2011 at 08:37AM by jbaphna.作者: Roflnadal 时间: 2011-7-11 19:37
Got lost in what Alpha Swing mean
So let me select A.作者: Windjammer 时间: 2011-7-11 19:37
A
I say this because I saw a question that said the passive core does not have the be the majority of the portfolio to be considered a core-satelite.
No idea about alpha swing作者: IAmNeil 时间: 2011-7-11 19:37
man, if this is what CFAI stoops to on the test why even bother? based on a quick search, alpha swing never appears as a phrase.作者: ll11 时间: 2011-7-11 19:37
cookthebook I may be cooking up things in my head- need a break作者: mik82 时间: 2011-7-11 19:37
The correct answer is still A
"Alpha Core + Swing Assets" introduced in example on v5 page 13 blur the lines a bit. But it's too fine grained to sweat this, moving on.作者: former 时间: 2011-7-11 19:37
