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王昕彤 · 2023年11月12日

请老师讲解一下

  1. CFA III
  2. Equity

* 问题详情，请 查看题干

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.

没看懂这道题目是什么意思，可以详细讲解一下吗？

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1 个答案

笛子_品职助教 · 2023年11月12日

嗨，努力学习的PZer你好：


Hello，亲爱的同学~

我们看问题：

Compared with broad-market-cap weighting, the international equity strategy suggested by McMahon is most likely to:】


Mcmahon提出的策略，与broad market cap比，有什么特点。

Mcmahon提出的策略是passive factor-based strategies。


它会聚焦于某几个因子，因此会有 concentrate risk exposure


运用的知识点如下图：

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就算太阳没有迎着我们而来，我们正在朝着它而去，加油！

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