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ditto · 2024年10月01日

不同的指数可以相加吗

NO.PZ2018062002000061

问题如下:

Devin, Egbert, and Humphrey, financial analysts from the same investment firm, gave the following personal insights on sector indices:

Devin:Sector indices track different economic sectors and cannot be aggregated to represent the equivalent of a broad market index.

Egbert:Sector indices provide a means to determine whether an active investment manager is more successful at stock selection or sector allocation.

Humphrey:Sector indices apply a universally agreed upon sector classification system to identify the constituent securities of specific economic sectors, such as consumer goods, energy, finance, health care.

Whose statement is most correct?

选项:

A.

Devin.

B.

Egbert.

C.

Humphrey.

解释:

B is correct.

The Sector Index provides a way to determine whether an active investment manager is more successful at stock selection or sector allocation.

考点:行业指数

这道题就是考察行业指数的用途:

Devin:行业指数跟踪不同的经济部门,不能汇总到一起代表一个广泛的市场指数。(后半句说反了,can be aggregated to represent the equivalent of a broad market index

Egbert:行业指数提供了一种方法来判断一个活跃的投资经理在股票选择或行业配置方面是否更成功。正确

Humphrey:行业指数应用一个公认的行业分类系统来识别特定经济部门的组成证券,比如消费品、能源、金融和医疗。(错,不存在universally agreed upon sector classification system)

A选项说题干应改成aggregate 指数不能相加吧

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已采纳答案

王园圆_品职助教 · 2024年10月01日

同学你好,“can be aggregated to represent the equivalent of a broad market index”是原版书的原文。aggregate不一定就是数学意义上的简单相加,而也可以是指累积在一起的意思。毕竟不同市场的指数如果通过一些方法剔除掉互相之间重叠的部分,理论上确实是可以从整体上反映整个市场的情况的。虽然原版书没有描述具体如果去做aggregate,但从逻辑上想这肯定是可行的呢

以下是原版书这部分内容的截图,同学可以参考一下


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NO.PZ2018062002000061 问题如下 vin, Egbert, anHumphrey, financianalysts from the same investment firm, gave the following personinsights on sector inces:vin:Sector inces trafferent economic sectors ancannot aggregateto represent the equivalent of a bromarket inx.Egbert:Sector inces provi a means to termine whether active investment manager is more successful stoselection or sector allocation.Humphrey:Sector inces apply a universally agreeupon sector classification system to intify the constituent securities of specific economic sectors, suconsumer goo, energy, finance, health care.Whose statement is most correct? A.vin. B.Egbert. C.Humphrey. is correct.The Sector Inx provis a wto termine whether active investment manager is more successful stoselection or sector allocation.考点行业指数这道题就是考察行业指数的用途vin:行业指数跟踪不同的经济部门,不能汇总到一起代表一个广泛的市场指数。(后半句说反了,caggregateto represent the equivalent of a bromarket inx)Egbert:行业指数提供了一种方法来判断一个活跃的投资经理在股票选择或行业配置方面是否更成功。正确Humphrey:行业指数应用一个公认的行业分类系统来识别特定经济部门的组成证券,比如消费品、能源、金融和医疗。(错,不存在universally agreeupon sector classification system) 我觉得A的表述“bromarket”应该不对吧,针对某一个Sector来讲,某一个Sector inx只能是代表特定sector的market而不是bromarket

2023-05-19 14:57 1 · 回答

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2022-09-26 23:04 1 · 回答

Egbert. Humphrey. B is correct. The Sector Inx provis a wto termine whether active investment manager is more successful stoselection or sector allocation. 考点行业指数 这道题就是考察行业指数的用途 vin:行业指数跟踪不同的经济部门,不能汇总到一起代表一个广泛的市场指数。(后半句说反了,caggregateto represent the equivalent of a bromarket inx) Egbert:行业指数提供了一种方法来判断一个活跃的投资经理在股票选择或行业配置方面是否更成功。正确 Humphrey:行业指数应用一个公认的行业分类系统来识别特定经济部门的组成证券,比如消费品、能源、金融和医疗。(错,不存在universally agreeupon sector classification system) 老师,c的解析没看懂。“公认的行业分类方法”不就是universally agreeclassification嘛?英文不好,麻烦再一下c为什么不对,谢谢

2021-03-22 08:44 1 · 回答

老师您好,我想知道为什么行业指数会是一种能决定为什么一个主动投资经理在股票选择上更成功还是在行业综合上更成功

2020-09-21 22:42 1 · 回答