NO.PZ201809170400000301
问题如下:
Compared with broad-market-cap weighting, the international equity strategy suggested by McMahon is most likely to:
选项:
A.concentrate risk exposure.
B.be based on the efficient market hypothesis.
C.overweight stocks that recently experienced large price decreases.
解释:
A is correct. Compared with broad-market-cap weighting, passive factor-based strategies tend to concentrate risk exposure, leaving investors vulnerable during periods when the risk factor (e.g., momentum) is out of favor.
老师请问,选项C是哪种weighting method的特点?overweight stocks that recently experienced large price decreases.