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宇宙球求 · 2024年03月31日

passive factor based策略分裂

  1. CFA III
  2. Equity

NO.PZ2019012201000047

问题如下：

Laubach states that the board is interested in following a passive approach for some or all of the equity allocation. In addition, the board is open to approaches that could generate returns in excess of the benchmark for part of the equity allocation. McMahon suggests that the board consider following a passive factor-based momentum strategy for the allocation to international stocks.

The international strategy suggested by McMahon is most likely characterized as:

选项：

A.

risk based

B.

return oriented

C.

diversification oriented

解释：

McMahon suggests that the foundation follow a passive factor-based momentum strategy, which is generally defined by the amount of a stock’s excess price return relative to the market during a specified period. Factor-based momentum strategies are classified as return oriented.

是不是可以理解为有DIVIDEND, MOMENTUM, fudamentally weighted这类表述就认为是return oriented策略了呢？

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笛子_品职助教 · 2024年04月01日

嗨，爱思考的PZer你好：


是不是可以理解为有DIVIDEND, MOMENTUM, fudamentally weighted这类表述就认为是return oriented策略了呢？

Hello，亲爱的同学~

同学理解正确。

return - oriented就这3个，需要同学记忆哦。

知识点如下：


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宇宙球求 · 2024年04月02日

thanks！

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NO.PZ2019012201000047 问题如下 Laubastates ththe boaris interestein following a passive approafor some or all of theequity allocation. In aition, the boaris open to approaches thcoulenerate returns in excess of the benchmark for part of the equity allocation.McMahon suggests ththe boarconsir following a passive factor-baseomentum strategy for the allocation to internationstocks.The internationalstrategy suggesteMcMahon is most likely characterizeas: A.risk base B.return oriente C.versification oriente McMahon suggestsththe fountion follow a passive factor-basemomentum strategy, whiisgenerally finethe amount of a stock’s excess prireturn relative tothe market ring a specifieperio Factor-basemomentum strategies areclassifiereturn oriente No.PZ2019012201000047 (选择题)

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NO.PZ2019012201000047 能不能把这三种对应的策略都总结下，谢谢

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老師 請問在教材第幾頁 謝謝

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