开发者:上海品职教育科技有限公司 隐私政策详情

应用版本:4.2.11(IOS)｜3.2.5(安卓)APP下载

返回

和棋 · 2022年07月11日

请问这道题考点在哪，感觉像Equity的题目

  1. CFA III
  2. Asset Allocation

NO.PZ2018110601000021

问题如下：

Which of the following statement regarding factor-based asset allocation is least appropriate?

选项：

A.

Factors are typically based on market premiums and anomalies

B.

A common way to construct factors is self-financing investment.

C.

Factors are typically different from the fundamental or structural factors used in multi-factor models.

解释：

C is correct

考点：factor-based asset allocation

解析：Fama-French三因素模型是典型的factor-based asset allocation，既包含market premium，又包含size和book-to-market两个基本面因子（fundamental factors/ anomalies）。构建这些因子的方法是self-financing investment，或者称作zero dollar investment，例如：Size factor return=Small-cap stock return−Large-cap stock return。

请问这道题考点在哪，感觉像Equity的题目

添加评论
1 个答案

lynn_品职助教 · 2022年07月11日

嗨，爱思考的PZer你好：


考点是factor-based asset allocation，AA的reading5，框架图（强化班讲义）第9页，原版书第一本第324页。

----------------------------------------------
加油吧，让我们一起遇见更好的自己！

  • 1

    回答

  • 0

    关注

  • 462

    浏览
相关问题

NO.PZ2018110601000021 问题如下 Which of the following statement regarng factor-baseasset allocation is least appropriate? Factors are typically baseon market premiums ananomalies A common wto construfactors is self-financing investment. Factors are typically fferent from the funmentor structurfactors used in multi-factor mols. C is correct 考点：factor-based asset allocation 解析：Fama-French三因素模型是典型的factor-baseasset allocation，既包含market premium，又包含size和book-to-market两个基本面因子（funmental factors/ anomalies）。构建这些因子的方法是self-financing investment，或者称作zero llar investment，例如：Size factor return=Small-cstoreturn−Large-cstoreturn。 请问C为什么不对呀？

2024-10-27 00:56 1 · 回答

NO.PZ2018110601000021 问题如下 Which of the following statement regarng factor-baseasset allocation is least appropriate? Factors are typically baseon market premiums ananomalies A common wto construfactors is self-financing investment. Factors are typically fferent from the funmentor structurfactors used in multi-factor mols. C is correct 考点：factor-based asset allocation 解析：Fama-French三因素模型是典型的factor-baseasset allocation，既包含market premium，又包含size和book-to-market两个基本面因子（funmental factors/ anomalies）。构建这些因子的方法是self-financing investment，或者称作zero llar investment，例如：Size factor return=Small-cstoreturn−Large-cstoreturn。 基础班哪里讲的这部分内容呀？可以截图一下吗？毫无印象

2024-06-13 14:08 2 · 回答

NO.PZ2018110601000021问题如下 Which of the following statement regarng factor-baseasset allocation is least appropriate? Factors are typically baseon market premiums ananomalies A common wto construfactors is self-financing investment. Factors are typically fferent from the funmentor structurfactors used in multi-factor mols. C is correct 考点：factor-based asset allocation 解析：Fama-French三因素模型是典型的factor-baseasset allocation，既包含market premium，又包含size和book-to-market两个基本面因子（funmental factors/ anomalies）。构建这些因子的方法是self-financing investment，或者称作zero llar investment，例如：Size factor return=Small-cstoreturn−Large-cstoreturn。 c为什么不对，麻烦下

2024-03-05 08:14 1 · 回答

NO.PZ2018110601000021 问题如下 Which of the following statement regarng factor-baseasset allocation is least appropriate? Factors are typically baseon market premiums ananomalies A common wto construfactors is self-financing investment. Factors are typically fferent from the funmentor structurfactors used in multi-factor mols. C is correct 考点：factor-based asset allocation 解析：Fama-French三因素模型是典型的factor-baseasset allocation，既包含market premium，又包含size和book-to-market两个基本面因子（funmental factors/ anomalies）。构建这些因子的方法是self-financing investment，或者称作zero llar investment，例如：Size factor return=Small-cstoreturn−Large-cstoreturn。 请A B为啥合适

2024-01-15 11:16 1 · 回答

NO.PZ2018110601000021问题如下 Which of the following statement regarng factor-baseasset allocation is least appropriate? Factors are typically baseon market premiums ananomalies A common wto construfactors is self-financing investment. Factors are typically fferent from the funmentor structurfactors used in multi-factor mols. C is correct 考点：factor-based asset allocation 解析：Fama-French三因素模型是典型的factor-baseasset allocation，既包含market premium，又包含size和book-to-market两个基本面因子（funmental factors/ anomalies）。构建这些因子的方法是self-financing investment，或者称作zero llar investment，例如：Size factor return=Small-cstoreturn−Large-cstoreturn。 a劳烦一下 谢谢

2023-06-21 11:01 1 · 回答