专业中国资产配置导论：（三）
Research Paper
November 4, 2021
Preview
投资者对市值加权指数的利用，从制定政策基准和资产配置进而用在投资组合实施之上，需要考虑可投资性、投资容量和流动性因素，以及持续的敞口管理和再平衡。基于市值加权指数的指数挂钩投资工具，如ETF、期货和期权、场外掉期等，可以帮助投资者执行短期战术性资产配置决策和总投资组合调整。此外，主动管理和另类加权指数策略依赖市值指数作为初始（或母指数）可投资样本空间。
Read the full paper
Read the full paper
Provide your information for instant access to our research papers.
The content of this page is for informational purposes only and is intended for institutional professionals with the analytical resources and tools necessary to interpret any performance information. Nothing herein is intended to recommend any product, tool or service. For all references to laws, rules or regulations, please note that the information is provided “as is” and does not constitute legal advice or any binding interpretation. Any approach to comply with regulatory or policy initiatives should be discussed with your own legal counsel and/or the relevant competent authority, as needed.