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lvyuanshuo · 2019年04月13日

Satyam描述的是一种策略吗?是什么策略?问一道题:NO.PZ2019012201000022 [ CFA III 

问题如下图:Satyam是什么策略?

选项:

A.

B.

C.

解释:

1 个答案

maggie_品职助教 · 2019年04月15日

S很明显是一种量化的策略,投资股票的数量较多,从描述来看他用的是一种打分的方法也就是一种基于规则的选股策略(rules-based quantitative model)

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NO.PZ2019012201000022问题如下 Whiof the following funmanager’s investing approais most consistent with funmental management? Buffett: The Buffett master funhol approximately 65 securities anperforms in pth analysis on eaone of them. Buffett use his expertise in analyzing financistatements on invicompanies anhis unrstanng of the corporate branng, competitive lancape angovernance, within sectors to builequally weightebaskets of securities within sectors. Matt: Security allocation pen heavily on a quantitative risk mol velopeMatt. Matt benefits from software velopethe funs researantechnology group thprovis access to tailemarket anaccounting information on 5,000 globfirms. Matt calso use the application to back-test strategies anbuilhis own mols to rank securities’ attractiveness. Satyam: Satyam’s objective is to maximize their exposure to the most attractive securities using a totscoring approach subjeto limiting single-security concentration below 2%, sector viations below 3%, active risk below 4%, anannuturnover less th40%, while having a market beta close to 1. Satyhol approximately 1000 positions out of a possible universe of more th5,000 securities evaluate Buffett Matt Satyam A is correct. 考点:stinguishing funmentanquantitative approaches 解析: 只有Buffet的投资方法是基于基本面分析,原因如下: 1、 该基金关注的公司的较少(只有研究65家公司) 2、 对每一家公司都进行深入研究,投资组合的创建过程基于基金经理的自由裁量和判断来决定。 3、 分析基于对财务报告的理解。此外,它们还将分析扩展到与基本面相关的其他领域,如公司品牌、竞争优势和治理。 如题,Matt的投资方法属于哪一种?是量化还是混合?

2024-01-30 21:51 1 · 回答

NO.PZ2019012201000022 问题如下 Whiof the following funmanager’s investing approais most consistent with funmental management? Buffett: The Buffett master funhol approximately 65 securities anperforms in pth analysis on eaone of them. Buffett use his expertise in analyzing financistatements on invicompanies anhis unrstanng of the corporate branng, competitive lancape angovernance, within sectors to builequally weightebaskets of securities within sectors. Matt: Security allocation pen heavily on a quantitative risk mol velopeMatt. Matt benefits from software velopethe funs researantechnology group thprovis access to tailemarket anaccounting information on 5,000 globfirms. Matt calso use the application to back-test strategies anbuilhis own mols to rank securities’ attractiveness. Satyam: Satyam’s objective is to maximize their exposure to the most attractive securities using a totscoring approach subjeto limiting single-security concentration below 2%, sector viations below 3%, active risk below 4%, anannuturnover less th40%, while having a market beta close to 1. Satyhol approximately 1000 positions out of a possible universe of more th5,000 securities evaluate Buffett Matt Satyam A is correct. 考点:stinguishing funmentanquantitative approaches 解析: 只有Buffet的投资方法是基于基本面分析,原因如下: 1、 该基金关注的公司的较少(只有研究65家公司) 2、 对每一家公司都进行深入研究,投资组合的创建过程基于基金经理的自由裁量和判断来决定。 3、 分析基于对财务报告的理解。此外,它们还将分析扩展到与基本面相关的其他领域,如公司品牌、竞争优势和治理。 在讲义里面好像没有没到关于Satyam提到的打分模型, 请问这是属于量化的投资方式吗?

2022-05-03 18:22 1 · 回答

NO.PZ2019012201000022

2021-11-20 22:12 1 · 回答

Matt Saty A is correct. 考点stinguishing funmentanquantitative approaches 解析: 只有Buffet的投资方法是基于基本面分析,原因如下 1、 该基金关注的公司的较少(只有研究65家公司) 2、 对每一家公司都进行深入研究,投资组合的创建过程基于基金经理的自由裁量和判断来决定。 3、 分析基于对财务报告的理解。此外,它们还将分析扩展到与基本面相关的其他领域,如公司品牌、竞争优势和治理。 基本面分析和bottom up分析能同时使用吗?我日觉得第一个是bottomup 不是funmental

2020-10-04 20:06 1 · 回答