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miu · 2024年02月08日

short biased equity strategy是在哪里出现的

  1. CFA III
  2. Alternative

NO.PZ2023010407000027

问题如下：

In preparation for the first meeting between Zen-Alt and the fund, Gension and Smittand discuss implementing a short-biased equity strategy within the fund. Smittand makes the following three statements regarding short-biased equity strategies.


Which of Smittand’s statements regarding short-biased equity strategies is incorrect?

选项：

A.

Statement 1

B.

Statement 2

C.

Statement 3

解释：

B is correct. While bonds reduce the probability of achieving a target return over time, they have been more effective as a volatility mitigator than alternatives over an extended period of time.

A is incorrect because Statement 1 is correct. Short-biased strategies are expected to provide some measure of alpha in addition to lowering a portfolio’s overall equity beta.

C is incorrect because Statement 3 is correct. Short-biased equity strategies help reduce an equity-dominated portfolio’s overall beta. Short-biased strategies are believed to deliver equity-like returns with less-than-full exposure to the equity premium but with an additional source of return that might come from the manager’s shorting of individual stocks.

对这个知识点没印象好像没在框架图里看到过

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1 个答案

伯恩_品职助教 · 2024年02月08日

嗨，努力学习的PZer你好：


同学你好，就在HF的第二个策略里

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

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