NO.PZ202207040100000106
问题如下:
Which of Leeter’s statements concerning the quantitative approach to active management is most accurate?
选项:
A.Statement 1
Statement 2
Statement 3
解释:
C is correct. Leeter’s third statement is most accurate. Generally, quantitative methods use past data to identify systematic factors that can be overweighted or underweighted in a portfolio based on an information coefficient.
A is incorrect. Leeter’s first statement is not accurate. Manager discretion has a minimal role in quantitative approaches.
B is incorrect. Leeter’s second statement is not accurate. Loss aversion is more symptomatic of fundamental approaches rather than quantitative approaches.
如何理解Generally, quantitative methods rely on information coefficients between firm returns and model factors.?