葛同学2019-03-25 05:50:18
Following Grinold’s fundamental law of active management, one should find: A A small number of investment bets increases the expected investment performance. B To maximize the information ratio, active investors need to either have high- quality predictions. C To maximize the information ratio, he shouldn’t place a large number of investment bets in a given year. D Investors should focus on increasing only their predictive ability relative to stock price movements. 选项a和c,都是少预测,为什么a对,c不对? b选项,说neet高质量的预测,为什么不对?
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Crystal2019-03-26 11:41:22
同学你好,这两个是不一样的,A选项说的是猜测的数量越多,基金经理猜测的准确性是下降的。C选项说的是想要IR最大,那么就应该综合考虑基金经理的预测次数以及基金经理预测的准确程度。
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