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Esther🏵🎠🗝招财🐱 · 2020年07月31日

问一道题:NO.PZ2018091701000015

问题如下:

Analysts make two conclusions about macroeconomic model and fundamental model:

Conclusion one: the factors in macroeconomic model are based on surprises in economic variables and the factors in fundamental model are based on P/E or size.

Conclusion two: the factor sensitivities are determined first in macroeconomic model, the factor sensitivities are determined last in fundamental model.

Which of the following statement is most likely correct?

选项:

A.

Both conclusion one and two are correct.

B.

Only conclusion two is correct.

C.

Only conclusion one is correct.

解释:

C is correct.

考点macroeconomic model and fundamental model 的变量辨析

解析结论一说的是宏观经济模型里的factorsurprise,基本面模型里的factor是和公司相关的指标比如标准化之后的p/e

结论二的说法是错误的正确的说法是,在宏观经济模型里F是真实的数据b是回归求出的,所以首先确定的是F。在基本面模型里b是真实的数据F是回归出来的,所以首先确定的是b

在宏观经济模型里 , F是真实的数据 ,b是回归求出的 ,所以首先确定的是F。

在基本面模型里 , b是真实的数据 , F是回归出来的,所以首先确定的是b。

Conclusion two: the factor sensitivities are determined first in macroeconomic model,

the factor sensitivities are determined last in fundamental model.

这句话正好完全说反了。

正确的说法是:

he factor sensitivities are determined first in fundamental model,

the factor sensitivities are determined last in macroeconomic model.

、、、、、、、、、、、、、、、、、、、、、、、、、、、、、、

老师,按照中文解释这个答案是反的

在宏观经济模型里 , F是真实的数据 ,b是回归求出的 ,所以首先确定的是F。

在基本面模型里 , b是真实的数据 , F是回归出来的,所以首先确定的是b。

he factor sensitivities are determined last in fundamental model,

the factor sensitivities are determined first in macroeconomic model.

1 个答案
已采纳答案

丹丹_品职答疑助手 · 2020年08月05日

嗨,努力学习的PZer你好:


同学你好,根据原版书

A second distinction between macroeconomic multifactor models and fundamental factor models is that with the former, we develop the factor (surprise) series
frst and then estimate the factor sensitivities through regressions; with the latter, we
generally specify the factor sensitivities (attributes) frst and then estimate the factor
returns through regressions
 

所以答案2说反了,请知悉

 


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NO.PZ2018091701000015 问题如下 Analysts make two conclusions about macroeconomic mol anfunmentmol:Conclusion one: the factors in macroeconomic mol are baseon surprises in economic variables anthe factors in funmentmol are baseon P/E or size.Conclusion two: the factor sensitivities are terminefirst in macroeconomic mol, the factor sensitivities are terminelast in funmentmol.Whiof the following statement is most likely correct? A.Both conclusion one antwo are correct. B.Only conclusion two is correct. C.Only conclusion one is correct. C is correct.考点macroeconomic mol anfunmentmol 的变量辨析解析结论一说的是宏观经济模型里的factor是surprise,基本面模型里的factor是和公司相关的指标。结论二的说法是错误的,正确的说法是,在宏观经济模型里,F是真实的数据,b是回归求出的,所以首先确定的是F。在基本面模型里,b是真实的数据,F是回归出来的,所以首先确定的是 the factor sensitivities are terminefirst in macroeconomic mol, the factor sensitivities are terminelast in funmentmol. 这句话的前半句是对的吧?后半句最后确定的是F,是错的,那F是回归来的,F是不是最后确定的呢,答案正确的说法是,在宏观经济模型里,F是真实的数据,b是回归求出的,所以首先确定的是F。在基本面模型里,b是真实的数据,F是回归出来的,所以首先确定的是b。

2023-05-16 17:05 1 · 回答

NO.PZ2018091701000015 之前Wen老师的答复 在宏观经济模型里 , F是真实的数据 ,b是回归求出的 ,所以首先确定的是F。 在基本面模型里 , b是真实的数据 , F是回归出来的,所以首先确定的是Conclusion two: the factor sensitivities are terminefirst in macroeconomic mol, the factor sensitivities are terminelast in funmentmol. 这句话正好完全说反了。 正确的说法是 he factor sensitivities are terminefirst in funmentmol, the factor sensitivities are terminelast in macroeconomic mol. 疑问 正确的说法是 the factor sensitivities are terminefirst in funmentmol, 这句话不是说funmentmol中最先确定F吗? the factor sensitivities are terminelast in macroeconomic mol. 这句话不是说macroeconomic mol中最后确定F吗? 怎么跟之前的说的是反的?

2021-11-20 18:43 1 · 回答

whimeans b is factor sensitivity?

2020-01-08 22:06 1 · 回答

结论二的说法没错啊,求解答。

2019-05-13 00:12 1 · 回答