NO.PZ2018062002000055
问题如下:
Fundamental weighting scheme is most likely subject to:
选项:
A.market capitalization size.
B.a value tilt.
C.stock split.
解释:
B is correct.
Fundamental weighting leads to indices that have a value tilt.
考点:Fundamental weighting的缺点
value tilt是fundamental weighting的缺点,由于fundamental weighting是以公司基本面数据(earing、dividend等)为权重的指数,它不再受高估市值的影响,所以市值规模大小与fundamenta weighting无关。盈利高分红高说明他是价值型的公司,因此以这些基本面数据做权重,会使得指数有价值型的偏差即价值倾斜-value tilt。
题目没有问market capitalization的缺点啊
另外为什么a不对