NO.PZ2023010903000055
问题如下:
Jack Dewey is managing partner of DC&H,an investment management firm, and Supriya Sardar is an equity analyst with the firm. Dewey recently took over management of the firm’s Purity Fund. He is developing a fundamental active investment process for managing this fund that emphasizes financial strength and demonstrated profitability of portfolio companies.
Dewey asks Sardar to perform a bottom-up style analysis of the Purity Fund based on the aggregation of attributes from individual stocks in the portfolio. Dewey plans to include the results of this style analysis in a profile he is preparing for the fund.
The analysis performed by Sardar on the Purity Fund can be best described as being based on:
选项:
A.
a holdings-based approach
B.
manager self-identification
C.
a returns-based style analysis
解释:
Dewey asks Sardar to perform a bottom-up style analysis of thePurity Fund based on the aggregation of attributes from individual stocks in the portfolio, which describes a holdings-based approach to style analysis. The overall equity investment style is an aggregation of attributes from individual stocks in the portfolio, weighted by their positions.
return based用回归 可以算作是top down吗