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宝宝包包 · 2020年03月14日

问一道题:NO.PZ2019012201000060

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.

这题要是问Dewey的方法,是不是就应该选B了?

1 个答案

maggie_品职助教 · 2020年03月15日

嗨,爱思考的PZer你好:


1,这道题问的就是D同学的方法啊,只不过是D同学让S同学具体实施的而已

2、D同学根据持仓判断来分析组合的风格: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


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宝宝包包 · 2020年03月17日

但是D不是要把这些信息写在profile里面,这不是self-identification吗?

maggie_品职助教 · 2020年03月17日

D将他们判断的风格结果记录下来,说明他们已经得到结论了。单凭记录是不能获得风格的结论的,self-identification说的通过查阅基金的募集说明书来判断基金投资的风格,建议看一下讲义155页。

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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