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pyt · 2020年06月29日

问一道题:NO.PZ2019012201000030

问题如下:

How many of the following statements about approaches to portfolio construction are correct?

Statement 1: In principle, a systematic top-down manager would emphasize macro factors and factor timing and would have concentrated portfolios

Statement 2: Bottom-up managers first emphasize security-specific factors, whereas top-down managers first emphasize macro factors.

选项:

A.

One

B.

Two

C.

None

解释:

A is correct.

考点:Approaches to portfolio construction

解析:第一个表述是错误的,它错在系统化策略旨在降低非系统性风险,因此通过这种策略构建出来的组合往往分散化非常好。

What is statement 2 incorrect? I thought bottom up approach focus on specific factors, while top down focus on macro factors. thanks.

1 个答案
已采纳答案

maggie_品职助教 · 2020年06月30日

嗨,努力学习的PZer你好:


第二表述是正确的啊,这道题问的是“how many...”也就是多少个是正确的,答案A one说的是只有一个Statement的说法是正确的。请看解析,表述一错误,而表述二正确,所以选A。


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