NO.PZ2018062002000056
问题如下:
Which of the following rebalancing method do we use to maintain consistency with the index's weighting method?
选项:
A.
Periodically adjusting the type of constituent securities.
B.
Periodically adjusting the constituent securities.
C.
Periodically adjusting the weights of constituent securities.
解释:
C is correct.
Rebalancing an index is the process of periodically adjusting the constituent securities’ weights to maintain consistency with the index’s weighting method.
考点:Rebalance and reconstitution
这道题考察的是Rebalance的定义。问下列哪一种调整方法是为了与指数构建方法要求的权重保持一致。
A. 定期调整成分股的种类。错。没有这种调整。
B.定期调整成分股(即reconstitution)。错,我们做reconstitution是为了保持指数中的成分股与其宣称的风格准保持一致。
C定期调整成分股的权重。正确。
但例如实际中港股成份股时有变化,所以为什么B不对?