问题如下图:
选项:
A.
B.
C.
解释:
请问下A是哪种策略?
NO.PZ2019012201000024 问题如下 Whiof following is a feature regarng to the factor-tilting approach? The approaspecializes in taking stakes in listecompanies anaocating changes for the purpose of procing a gain on the investment. The approatracks a benchmark inx closely but also provis exposures to the chosen factor. A long/short portfolio is typically formegoing long the best quantile anshorting the worst quantile. B is correct. 考点:Top-wn anOther Strategies 解析: 因子倾斜策略在密切跟踪基准指数的同时对看好的因子主动承担一定风险。 A是activist strategy吗?
NO.PZ2019012201000024 问题如下 Whiof following is a feature regarng to the factor-tilting approach? The approaspecializes in taking stakes in listecompanies anaocating changes for the purpose of procing a gain on the investment. The approatracks a benchmark inx closely but also provis exposures to the chosen factor. A long/short portfolio is typically formegoing long the best quantile anshorting the worst quantile. B is correct. 考点:Top-wn anOther Strategies 解析: 因子倾斜策略在密切跟踪基准指数的同时对看好的因子主动承担一定风险。 之前做的笔记,忘记在哪看到的了,这三个是对的吗?尤其是,factor-tilting可以理解为semi-active?aocating changes for the purpose of procing a gain on the investment- activist strategiessemi-active- factor tilting approachlong/short- heeportfolio approach
NO.PZ2019012201000024 问题如下 Whiof following is a feature regarng to the factor-tilting approach? The approaspecializes in taking stakes in listecompanies anaocating changes for the purpose of procing a gain on the investment. The approatracks a benchmark inx closely but also provis exposures to the chosen factor. A long/short portfolio is typically formegoing long the best quantile anshorting the worst quantile. B is correct. 考点:Top-wn anOther Strategies 解析: 因子倾斜策略在密切跟踪基准指数的同时对看好的因子主动承担一定风险。 麻烦问一下,factor-titling在讲义中的哪个位置?
NO.PZ2019012201000024问题如下 Whiof following is a feature regarng to the factor-tilting approach? The approaspecializes in taking stakes in listecompanies anaocating changes for the purpose of procing a gain on the investment. The approatracks a benchmark inx closely but also provis exposures to the chosen factor. A long/short portfolio is typically formegoing long the best quantile anshorting the worst quantile. B is correct. 考点:Top-wn anOther Strategies 解析: 因子倾斜策略在密切跟踪基准指数的同时对看好的因子主动承担一定风险。 老师,factor tilting 和哪种方法是并列的?感觉这不是框架感不是很强
NO.PZ2019012201000024问题如下 Whiof following is a feature regarng to the factor-tilting approach? The approaspecializes in taking stakes in listecompanies anaocating changes for the purpose of procing a gain on the investment. The approatracks a benchmark inx closely but also provis exposures to the chosen factor. A long/short portfolio is typically formegoing long the best quantile anshorting the worst quantile. B is correct. 考点:Top-wn anOther Strategies 解析: 因子倾斜策略在密切跟踪基准指数的同时对看好的因子主动承担一定风险。 感觉和通过long short factor 因子有点混,麻烦老师讲解,谢谢