NO.PZ2021103102000019
问题如下:
If a hedge fund adopt a bottom-up approach and hold a long-short positions, which fund strategy is least likely to use?
选项:
A.event-driven strategy B.equity hedge strategy C.macro strategies
解释:
C is correct.
事件驱动型交易策略(event-driven strategy)、股票对冲策略(equity hedge strategy)和宏观策略(macro strategies)都会持有多头和空头头寸,事件驱动型交易策略和股票对冲策略会采用自下而上的选股方式。宏观策略从经济变量的预期变动中获利,通常采用自上而下的研究方式。
如题