开发者:上海品职教育科技有限公司 隐私政策详情

应用版本:4.2.11(IOS)｜3.2.5(安卓)APP下载

返回

皓皓心 · 2024年04月17日

选项A是activist strategy吗？

  1. CFA III
  2. Equity

NO.PZ2019012201000024

问题如下：

Which of following is a feature regarding to the factor-tilting approach?

选项：

A.

The approach specializes in taking stakes in listed companies and advocating changes for the purpose of producing a gain on the investment.

B.

The approach tracks a benchmark index closely but also provides exposures to the chosen factor.

C.

A long/short portfolio is typically formed by going long the best quantile and shorting the worst quantile.

解释：

B is correct.

考点：Top-Down and Other Strategies

解析: 因子倾斜策略在密切跟踪基准指数的同时对看好的因子主动承担一定风险。

选项A是activist strategy吗？

添加评论
1 个答案

笛子_品职助教 · 2024年04月18日

嗨，努力学习的PZer你好：


选项A是activist strategy吗？

Hello，亲爱的同学~

选项A是activist strategy，同学理解正确。

----------------------------------------------
就算太阳没有迎着我们而来，我们正在朝着它而去，加油！

  • 1

    回答

  • 0

    关注

  • 319

    浏览
相关问题

NO.PZ2019012201000024 问题如下 Whiof following is a feature regarng to the factor-tilting approach? The approaspecializes in taking stakes in listecompanies anaocating changes for the purpose of procing a gain on the investment. The approatracks a benchmark inx closely but also provis exposures to the chosen factor. A long/short portfolio is typically formegoing long the best quantile anshorting the worst quantile. B is correct. 考点：Top-wn anOther Strategies 解析: 因子倾斜策略在密切跟踪基准指数的同时对看好的因子主动承担一定风险。 之前做的笔记，忘记在哪看到的了，这三个是对的吗？尤其是，factor-tilting可以理解为semi-active?aocating changes for the purpose of procing a gain on the investment- activist strategiessemi-active- factor tilting approachlong/short- heeportfolio approach

2024-03-17 00:16 1 · 回答

NO.PZ2019012201000024 问题如下 Whiof following is a feature regarng to the factor-tilting approach? The approaspecializes in taking stakes in listecompanies anaocating changes for the purpose of procing a gain on the investment. The approatracks a benchmark inx closely but also provis exposures to the chosen factor. A long/short portfolio is typically formegoing long the best quantile anshorting the worst quantile. B is correct. 考点：Top-wn anOther Strategies 解析: 因子倾斜策略在密切跟踪基准指数的同时对看好的因子主动承担一定风险。 麻烦问一下，factor-titling在讲义中的哪个位置？

2024-01-07 17:00 1 · 回答

NO.PZ2019012201000024问题如下 Whiof following is a feature regarng to the factor-tilting approach? The approaspecializes in taking stakes in listecompanies anaocating changes for the purpose of procing a gain on the investment. The approatracks a benchmark inx closely but also provis exposures to the chosen factor. A long/short portfolio is typically formegoing long the best quantile anshorting the worst quantile. B is correct. 考点：Top-wn anOther Strategies 解析: 因子倾斜策略在密切跟踪基准指数的同时对看好的因子主动承担一定风险。 老师，factor tilting 和哪种方法是并列的？感觉这不是框架感不是很强

2023-11-28 14:53 1 · 回答

NO.PZ2019012201000024问题如下 Whiof following is a feature regarng to the factor-tilting approach? The approaspecializes in taking stakes in listecompanies anaocating changes for the purpose of procing a gain on the investment. The approatracks a benchmark inx closely but also provis exposures to the chosen factor. A long/short portfolio is typically formegoing long the best quantile anshorting the worst quantile. B is correct. 考点：Top-wn anOther Strategies 解析: 因子倾斜策略在密切跟踪基准指数的同时对看好的因子主动承担一定风险。 感觉和通过long short factor 因子有点混，麻烦老师讲解，谢谢

2023-11-16 09:44 1 · 回答