标题: one allocation quiz [打印本页] 作者: LBriscoe 时间: 2011-7-13 16:01 标题: one allocation quiz
tactical asset allocation is
A active management and momentum
B active management and contrarian
C passive management and contrarian作者: canadiananalyst 时间: 2011-7-13 16:01
ditto, B...作者: zwjy 时间: 2011-7-13 16:01
another question
the relatively constant elements in the asset allocation process are:作者: Roflnadal 时间: 2011-7-13 16:01
someone care to explain why B -- i get the active management part, but why contrarian specifically?
Edited 1 time(s). Last edit at Thursday, June 2, 2011 at 03:57PM by stevenevans.作者: cityboy 时间: 2011-7-13 16:01
question 3
two advantages of incorporating equilibrium returns in Black Litterman作者: nannan66 时间: 2011-7-13 16:01
goodman2011 Wrote:
-------------------------------------------------------
> another question
>
> the relatively constant elements in the asset
> allocation process are:
Risk Tolerance Procedure, Capital Markets Expectation Procedure and Optimizer
Edited 2 time(s). Last edit at Thursday, June 2, 2011 at 03:58PM by Paraguay.作者: IAmNeil 时间: 2011-7-13 16:01
Question 1 answer B
TAA is based on the assumption that market is mean reverting and is active management at the asset class level.作者: infinitybenzo 时间: 2011-7-13 16:01
Paraguay Wrote:
-------------------------------------------------------
> goodman2011 Wrote:
> --------------------------------------------------
> -----
> > another question
> >
> > the relatively constant elements in the asset
> > allocation process are:
>
> Risk Tolerance Procedure, Capital Markets
> Expectation Procedure and Optimizer
Prediction Procedure, Risk Tolerance Function and Optimizer.
Thanks had to go back and get the exact terms.作者: Valores 时间: 2011-7-13 16:01
question 3
two advantages of incorporating equilibrium returns in Black Litterman
makes for a more stable and mean efficient portfolio作者: dyga 时间: 2011-7-13 16:01
question 2 answer Prediction Procedure, Risk Tolerance Function and Optimizer
question 3 dampen extreme views investor hold that could otherwise dominate the optimization
ensure greater consistency across estimates作者: bboo 时间: 2011-7-13 16:01
