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

Zunniyaki · 2023年02月24日

这道题能否详细讲解一下?

* 问题详情,请 查看题干

NO.PZ202207040100000604

问题如下:

As an indexing technique, the number of holdings in Manager B’s index most likely illustrates:

选项:

A.reconstituting. B.packeting. C.buffering.

解释:

Solution

C is correct. Buffering involves establishing ranges around breakpoints that define whether a stock belongs in one index or another. Some index providers have adopted policies intended to limit stock migration problems and keep trading costs low for investors who replicate indexes. Size rankings may change daily with market price movements, so buffering makes index transitions a more gradual and orderly process. As long as stocks remain within the buffer zone, they stay in the current index, and as a result, the holdings of the fund may exceed the holdings of the index.

A is incorrect. Reconstitution involves deleting names that are no longer in the index and adding names that have been approved as new index members.

B is incorrect. Packeting involves splitting stock positions into multiple parts. For example, if a mid-cap stock’s capitalization increases and breaches the breakpoint between the mid-cap and large-cap indexes, a portion of the total holding is transferred to the large-cap index but the rest stays in the mid-cap index. On the next reconstitution date if the stock value remains large cap and all other qualifications are met, the remainder of the shares are moved out of the mid-cap index into the large-cap index.

老师您好,这道题能否详细讲解一下?答案看不太懂。

2 个答案

笛子_品职助教 · 2023年05月30日

嗨,爱思考的PZer你好:


请问能否解释下上述关于portfolio和benchmark数量比较的结论是如何得出的?不是很明白


首先benchmark股票数量是固定的,标准普尔500指数永远有500只股票。会不一样的是,跟踪benchmark的portfolio。


reconstituting是重构,要求两者股票数量完全一样。

.buffering是缓冲地带,影响是对称的,portfolio和benchmark的股票数量可多可少。

packeting是拆分,因为当benchmark完全剔除一个股票的时候,packeting方法的portfolio只会剔除这个股票的一部分,因此portfolio的股票数量会大于等于benchmark。


----------------------------------------------
虽然现在很辛苦,但努力过的感觉真的很好,加油!

笛子_品职助教 · 2023年02月27日

嗨,爱思考的PZer你好:


这题有错误,修正一下。


reconstituting是重构,portfolio股票数量和benchmark是一样的。

packeting.是拆分,portfolio股票数量可以和benchmark一样,也可以多于benchmark,但是不会少于benchmark。

.buffering是缓冲地带,portfolio股票数量可以和benchmark一样,也可以多于benchmark,也可以少于benchmark


而B的portfolio有504只股票,benchmark有500只股票,多于。

所以B和C都对。


这题我们应该把most likey改为least likely,选A。

----------------------------------------------
就算太阳没有迎着我们而来,我们正在朝着它而去,加油!

005 · 2023年05月29日

请问能否解释下上述关于portfolio和benchmark数量比较的结论是如何得出的?不是很明白

  • 2

    回答
  • 1

    关注
  • 481

    浏览
相关问题

NO.PZ202207040100000604问题如下 inxing technique, the number of holngs in Manager B’s inx least likely illustrates: A.Reconstitution.B.packeting.C.buffering. SolutionReconstitutioninvolves leting names thare no longer in the inx anaing names thathave been approvenew inx members. Therefore the holngs of the funhoulalways 500. 从哪里看出来always 500?

2024-11-13 11:50 1 · 回答

NO.PZ202207040100000604问题如下 inxing technique, the number of holngs in Manager B’s inx least likely illustrates: A.Reconstitution.B.packeting.C.buffering. SolutionReconstitutioninvolves leting names thare no longer in the inx anaing names thathave been approvenew inx members. Therefore the holngs of the funhoulalways 500. 看了老师对其他问题的解答,理解了为什么packeting的方法会使得portfolio的股票数量只会大于或等于benchmark的股票数量,希望再进一步解答为什么buffer的方法会让股票数量大于,等于,小于都可以呢。知道buffer是设置一个安全垫,所以大于或者等于benchmark的股票数量能理解,只不过小于的话是怎么实现的呢,剔除掉组合中股票的一部分?不还是算一只么,谢谢。

2024-06-25 11:12 1 · 回答

NO.PZ202207040100000604 问题如下 inxing technique, the number of holngs in Manager B’s inx least likely illustrates: A.Reconstitution. B.packeting. C.buffering. SolutionReconstitutioninvolves leting names thare no longer in the inx anaing names thathave been approvenew inx members. Therefore the holngs of the funhoulalways 500. RT

2024-05-14 15:07 1 · 回答

NO.PZ202207040100000604 问题如下 inxing technique, the number of holngs in Manager B’s inx least likely illustrates: A.Reconstitution. B.packeting. C.buffering. SolutionReconstitutioninvolves leting names thare no longer in the inx anaing names thathave been approvenew inx members. Therefore the holngs of the funhoulalways 500. 请问为什么在packeting方法下,portfolio的股票只会比benchmark多或者相等,而buffering 下,持股多少都可以

2024-01-20 17:22 1 · 回答

NO.PZ202207040100000604 问题如下 inxing technique, the number of holngs in Manager B’s inx most likely illustrates: A.reconstituting. B.packeting. C.buffering. SolutionC is correct. Buffering involves establishing ranges arounbreakpoints thfine whether a stobelongs in one inx or another. Some inx provirs have aptepolicies intento limit stomigration problems ankeep trang costs low for investors who replicate inxes. Size rankings mchange ily with market primovements, so buffering makes inx transitions a more graanorrly process. long stocks remain within the buffer zone, they stin the current inx, ana result, the holngs of the funmexceethe holngs of the inx.A is incorrect. Reconstitution involves leting names thare no longer in the inx anaing names thhave been approvenew inx members. B is incorrect. Packeting involves splitting stopositions into multiple parts. For example, if a micstock’s capitalization increases anbreaches the breakpoint between the micanlarge-cinxes, a portion of the totholng is transferreto the large-cinx but the rest stays in the micinx. On the next reconstitution te if the stovalue remains large canall other qualifications are met, the remainr of the shares are moveout of the micinx into the large-cinx. 一个月了这道题答案还不修改????????????????

2023-12-16 17:30 1 · 回答