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标题: Absolute or % for corridor widths? [打印本页]

作者: pawn    时间: 2011-7-13 15:55     标题: Absolute or % for corridor widths?

Just kidding, Paraguay.
作者: bkballa    时间: 2011-7-13 15:55

15th!



Edited 1 time(s). Last edit at Wednesday, June 1, 2011 at 02:56PM by Paraguay.
作者: Windjammer    时间: 2011-7-13 15:55

And for the record, the answer is obviously absolute and the CFAi is wrong and everyone who took Sample in the last 2 weeks is the first guy to figure it out.
作者: justin88    时间: 2011-7-13 15:55

Paraguay Wrote:
-------------------------------------------------------
> And for the record, the answer is obviously
> absolute and the CFAi is wrong and everyone who
> took Sample in the last 2 weeks is the first guy
> to figure it out.

Can you advise what is wrong with CFAi ?
作者: ohai    时间: 2011-7-13 15:55

I think this must be some sort of inside joke. Corridors are used in PERCENTAGE of Portfolio rebalancing. So you would use percentage widths for your corridors. Hence, nothing wrong with CFAI (at least with respect to this question).



Edited 1 time(s). Last edit at Thursday, June 2, 2011 at 02:08PM by LobsterBoy.
作者: infinitybenzo    时间: 2011-7-13 15:55

Wait did you guys take the mock where it said to rebalance the whole portfolio because international equity was out of the corridor limits?

I think it had a corridor limit of +/- 10% and international equity was at 40% and went to 45 and it said to rebalance.

Wouldn't it have to go to 50%?


I was confused by this.




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