标题: [CFA Level 3] 三级 请教, BUY AND HOLD STRATEGY [打印本页] 作者: 注金证 时间: 2012-5-23 16:38 标题: 三级 请教, BUY AND HOLD STRATEGY
书上说WHEN THE MARKET IS DOWNWARD, BUY AND HOLD STRAGTEGY WILL OUTPERFORM。 我不理解这句话。我觉得这样不就套牢了嘛，怎么会OUTPERFORM？能讲一下嘛？作者: jinnix 时间: 2012-5-24 00:16
the comparison should be relative. out-performs constant mix, but under-performs CCPI. buy and hold performance should be between CCPI and constant mix作者: alexyin 时间: 2012-5-24 01:20
市场downward的时候CPPI表现最好~因为这个strategy总是追涨杀跌~buy and hold排在其次~因为一直拿着会一直亏下去~constant-mix表现最差~因为strategy是追跌杀涨~最sb~
