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•西• · 2020年06月21日

问一道题:NO.PZ2019042401000048

问题如下:

Which of the following statements about measuring performances of hedge funds is false?

选项:

A.

Evaluating performance of hedge funds is difficult.

B.

Hedge funds are more alpha driven and focus much less on diversification.

C.

Hedge funds operate less freely compared to mutual funds and not quickly change their investment strategy based on opportunities.

D.

Hedge funds invest in illiquid assets that are difficult to price.

解释:

考点:Difficulties In Measuring The Performances Of Hedge Funds

解析:相比较于一般的共同基金,Hedge funds操作运作的灵活性更大,并且其策略变换的也更快,所以C选项的说法不正确,入选。

ABD关于衡量对冲基金的难点和原因做了如实陈述,所以都正确。不入选。

B是什么意思呢

1 个答案

袁园_品职助教 · 2020年06月22日

同学你好!

B的意思是HF的return通常不会跟大盘比较(focus less on diversification),而是追求绝对收益(alpha driven)

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