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皓月 · 2024年09月27日

这题考点是啥

  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.

我看了几遍题干，没找到答案。。。。是怎么判断出的。

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1 个答案

笛子_品职助教 · 2024年09月28日

嗨，努力学习的PZer你好：


我看了几遍题干，没找到答案。。。。是怎么判断出的。


Hello，亲爱的同学～

题目问题是，比较suggested by McMahon 陈述的策略，与broad market。


我们需要找到，suggested by McMahon 是什么策略。


联系题目信息点，suggested by McMahon 的策略是passive factor based策略。


因此，题目问的是，passive factor 与broad market的差异。


根据知识点，passive factor策略，在因子上更加集中，因此选A。


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虽然现在很辛苦，但努力过的感觉真的很好，加油！

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