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Esther🏵🎠🗝招财🐱 · 2023年04月25日

factor timing是否等于factor titling

  1. CFA III
  2. Equity

NO.PZ2019012201000024

问题如下：

Which of following is a feature regarding to the factor-tilting approach?

选项：

A.

The approach specializes in taking stakes in listed companies and advocating changes for the purpose of producing a gain on the investment.

B.

The approach tracks a benchmark index closely but also provides exposures to the chosen factor.

C.

A long/short portfolio is typically formed by going long the best quantile and shorting the worst quantile.

解释：

B is correct.

考点：Top-Down and Other Strategies

解析: 因子倾斜策略在密切跟踪基准指数的同时对看好的因子主动承担一定风险。

老师，以上两个概念是一个意思吗？老师之前提到的教材内容是涉及到timing的

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1 个答案

笛子_品职助教 · 2023年04月25日

嗨，努力学习的PZer你好：


老师，以上两个概念是一个意思吗？老师之前提到的教材内容是涉及到timing的

Hello，亲爱的同学~

factor timing和factor titling不是一个含义。


factor timing 是指因子择时。对未来因子的表现进行预测，然后选择未来收益较好的因子，这是因子择时。

factor titling翻译为因子倾斜，类似于国内的指数增强基金，总体保持和指数一致，适当增强一些收益。


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努力的时光都是限量版，加油！

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