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highsix · 2020年03月07日

问一道题：NO.PZ2019012201000060 [ CFA III ]

  1. CFA III
  2. Equity

问题如下：

Dewey asks Sardar to perform a bottom-up style analysis of the Purity Fund based on the aggregation of attributes from individual stocks in the portfolio. Dewey plans to include the results of this style analysis in a profle he is preparing for the fund. 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-identifcation

C.

a returns-based style analysis

解释：

A is correct. Dewey asks Sardar to perform a bottom-up style analysis of the Purity 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.

因为“”based on the aggregation of attributes from individual stocks in the portfolio” 这句话判别答案的嘛？这句话怎么看出来是hold based的？
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已采纳答案

袁园_品职助教 · 2020年03月09日

同学你好！

判断投资风格一般有两种方式：

1，根据持仓判断（选项A）：通过判断持仓里个股的style，最后汇聚在一起，看占主导的是什么style，即aggregation of attributes from individual stocks in the portfolio

2，对收益做回归分析来判断（选项C）：很多时候我们无法知道持仓，于是就可以通过对 return 做回归分析的方式来判断 portfolio 的 return 跟什么 style 最相似，从而判断投资风格

所以这道题目中，根据题干里提到的两点可以判断：

1，bottom-up style

2，aggregation of attributes from individual stocks in the portfolio （即你提到的这一点）

可以参照讲义（如图）

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NO.PZ2019012201000060 问题如下 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 fun The analysis performeSarr on the Purity Funcbest scribebeing baseon: A.a holngs-baseapproa B.manager self-intifcation C.a returns-basestyle analysis A is correct. wey asks Sarr to perform a bottom-up style analysis of the Purity Funbaseon the aggregation of attributes from invistocks in the portfolio, whiscribes a holngs-baseapproato style analysis. The overall equity investment style is aggregation of attributes from invistocks in the portfolio, weightetheir positions. manager self-intifcation是top wn还是bottom up?

2024-07-10 09:40 1 · 回答

NO.PZ2019012201000060问题如下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 profle he is preparing for the fun The analysis performeSarr on the Purity Funcbest scribebeing baseon: A.a holngs-baseapproa B.manager self-intifcation C.a returns-basestyle analysis A is correct. wey asks Sarr to perform a bottom-up style analysis of the Purity Funbaseon the aggregation of attributes from invistocks in the portfolio, whiscribes a holngs-baseapproato style analysis. The overall equity investment style is aggregation of attributes from invistocks in the portfolio, weightetheir positions. 如标题。holng base是bottom up，那return base能否说是top-wn的？翻了一下讲义，好像没有找到这种说法。

2023-12-01 09:42 1 · 回答

manager self-intifcation a returns-basestyle analysis A is correct. wey asks Sarr to perform a bottom-up style analysis of the Purity Funbaseon the aggregation of attributes from invistocks in the portfolio, whiscribes a holngs-baseapproato style analysis. The overall equity investment style is aggregation of attributes from invistocks in the portfolio, weightetheir positions. 请问什么情况下选b呢。

2021-03-18 16:26 1 · 回答

 aggregation of attributes from invistocks，这个说的不是把每个股票的return的贡献汇总起来吗？

2020-10-20 19:13 1 · 回答

老師 請問有這樣一說嗎 return base就是top wn?

2020-10-03 19:21 3 · 回答