问题如下图:
选项:
A.
B.
C.
D.
解释:
请问哪里有提到idiosyncratic risk啊?
NO.PZ2016071602000022问题如下 The Big Bucks hee funhthe following scription of its activities. It uses simultaneous long anshort positions in equity with a net beta close to zero. Whiof the following statements about Big Bucks is/are correct?I. It uses a rectionstrategy.II. It is a relative value hee funIII. This funis exposeto iosyncratic risks.A.I anIIB.II anIIIC.I anIIIII onlyB is correct. This funhzero betso is a relative value fun It is, however, exposeto iosyncratistock-specific risk.请问c是什么意思。。。。。。
NO.PZ2016071602000022 问题如下 The Big Bucks hee funhthe following scription of its activities. It uses simultaneous long anshort positions in equity with a net beta close to zero. Whiof the following statements about Big Bucks is/are correct?I. It uses a rectionstrategy.II. It is a relative value hee funIII. This funis exposeto iosyncratic risks. A.I anII B.II anIII C.I anIII II only B is correct. This funhzero betso is a relative value fun It is, however, exposeto iosyncratistock-specific risk. 老师这道题里面表述1不选,我是通过排除法选出来的,所以想问一下什么样的算赌方向的那种策略?只有long或者只有short的头寸,这样算rectionstrategy吗?
NO.PZ2016071602000022 问题如下 The Big Bucks hee funhthe following scription of its activities. It uses simultaneous long anshort positions in equity with a net beta close to zero. Whiof the following statements about Big Bucks is/are correct?I. It uses a rectionstrategy.II. It is a relative value hee funIII. This funis exposeto iosyncratic risks. A.I anII B.II anIII C.I anIII II only B is correct. This funhzero betso is a relative value fun It is, however, exposeto iosyncratistock-specific risk. relative value fun师相对价值策略不是A股票相对于B股票价格便宜,所以longA,shortB,这里针对同一只股票即long又short,也叫relative 策略?
NO.PZ2016071602000022 1.有哪些是直接法呢 2.直接法就是预判趋势? 3.相对法就是消掉系统性风险然后同时拥有long anshort去承担非系统性风险?
为什么是relative value strategy 呢?这个概念在讲义的哪里