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jerryhuqian · 2025年01月29日

请问一下C是哪里来的？

  1. CFA III
  2. Equity

* 问题详情，请 查看题干

NO.PZ201809170400000805

问题如下：

The analysis performed by Sardar on the Purity Fund can be best described as being based on:

选项：

A.

a holdings-based approach

B.

manager self-identification

C.

a returns-based style analysis.

解释：

A is correct. Dewey asks Sardar to perform a bottom-up style analysis of thePurity Fund based on the aggregation of attributes from individual stocks in the portfolio, which describes a holdings-based approach to style analysis. The overall equity investment style is an aggregation of attributes from individual stocks in the portfolio, weighted by their positions.

请问一下C是哪里来的？

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1 个答案

笛子_品职助教 · 2025年01月30日

嗨，努力学习的PZer你好：


C是指把portfolio return与各个因子return做回归，从而确定portfolio用了哪些因子。


同学就通过这道题掌握一下C这个名词的定义。


结合本题，本题信息点，对应A选项，因此C是干扰项。

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NO.PZ201809170400000805 问题如下 Jawey is managing partner of H,investment management firm, anSupriya Sarr is equity analyst with the firm. wey recently took over management of the firm’s Purity Fun He is veloping a funmentactive investment process for managing this funthemphasizes financistrength anmonstrateprofitability of portfolio companies. his previous employer, wey managea funfor whihis investment process involvetaking active exposures in sectors baseon the macroeconomic environment anmographic tren.wey anSarr meet to scuss veloping a funmentactive investment process for the Purity Fun They start fining the investment universe anmarket opportunity for the fun anthen they pre-screen the universe to obtain a manageable set of securities for further, more taileanalysis. Next, wey notes thinstry ancompetitive analysis of the list of securities must performe He then asks Sarr to recommenthe next step in velopment of the funmentactive management process. ring the next few months, wey rebalances the Purity Funto reflehis funmentactive investment process. wey anSarr meet again to scuss potentinew investment opportunities for the fun Sarr recommen the purchase of Instrial, whishe believes is trang below its intrinsic value, spite its high price-to-book value (P/relative to the instry average.wey asks Sarr to perform a bottom-up style analysis of the Purity Funbaseon the aggregation of attributes from invistocks in the portfolio. wey plans to inclu the results of this style analysis in a profile he is preparing for the funThe analysis performeSarr on the Purity Funcbest scribebeing baseon: A.a holngs-baseapproa B.manager self-intification C.a returns-basestyle analysis. A is correct. wey asks Sarr to perform a bottom-up style analysis of thePurity Funbaseon the aggregation of attributes from invistocks inthe portfolio, whiscribes a holngs-baseapproato style analysis. Theoverall equity investment style is aggregation of attributes from invialstocks in the portfolio, weightetheir positions. 请问老师，holngs-baseapproach是 bottom-up，returns-basestyle analysis是top wn对么。

2022-12-08 17:00 1 · 回答

NO.PZ201809170400000805 manager self-intification a returns-basestyle analysis. A is correct. wey asks Sarr to perform a bottom-up style analysis of thePurity Funbaseon the aggregation of attributes from invistocks inthe portfolio, whiscribes a holngs-baseapproato style analysis. Theoverall equity investment style is aggregation of attributes from invialstocks in the portfolio, weightetheir positions. 第一题干最后说到aggragation 他的attribute说明这是return base回归出来的第二最后他说要把分析style结果放在自己的profile里，不是manager self intify嘛？

2021-07-31 03:34 1 · 回答

NO.PZ201809170400000805 从这句话，baseon the aggregation of attributes from invistocks in the portfolio做判断，应该主要是建立在aggregation of attributes的理解上吧？感觉更像是归因分析吧，不是属于return-base？

2021-04-16 20:01 1 · 回答

想延伸下本题目请教下老师，case文章最后说到“ wey plans to inclu the results of this style analysis in a profile he is preparing for the fun” 这是否代表其实也应用了一些risk-base方法？ 如果有是tranction base也就是结合了return-base和holng-base方法的第三种方法），是不是应当选这个？

2020-03-28 11:04 2 · 回答