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粉红豹 · 2020年08月30日

问一道题：NO.PZ201809170400000703

  1. CFA III
  2. Equity

* 问题详情，请 查看题干

问题如下：

Which characteristic suggested by Knight to describe the quantitative approachto active management is incorrect?

选项：

A.

Characteristic 1

B.

Characteristic 2

C.

Characteristic 3

解释：

C is correct. Quantitative analysis uses a company’s history to arrive at investment decisions. The quantitative decision-making process is systematic and non-discretionary (whereas the fundamental decision-making process is more discretionary), and the focus of the quantitative approach is on factors across a potentially large group of stocks (whereas fundamental strategies focus on a relatively small group of stocks). In contrast, fundamental analysis (not quantitative analysis) emphasizes forecasting future prospects, including the future earnings and cash flows of a company.

对于characteristic 2这句话请教下：有一个小小疑问，在quantitative method中，不是在design stage要靠judgement吗（下图为出处），那也就是，并不全是non-discretionary，对吗？

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maggie_品职助教 · 2020年08月31日

嗨，努力学习的PZer你好：


同学，7个月前你就问了同样的问题，我也给你回复了，请参考：https://class.pzacademy.com/qa/48181

我觉得咱们没必要纠结设计是否属于Decision-making process的一个环节，因为这里原版书明确总结了Decision-making process是non-discretionary，那么考试这里就不会出这种文字游戏，看到Decision-making process选non-discretionary肯定没错。


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就算太阳没有迎着我们而来，我们正在朝着它而去，加油！


粉红豹 · 2020年09月02日

好的，谢谢老师

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NO.PZ201809170400000703 问题如下 Whicharacteristic suggesteKnight to scrithe quantitative approachto active management is incorrect? A.Characteristi B.Characteristi C.Characteristi C is correct. Quantitative analysis uses a company’s history to arrive investment cisions. The quantitative cision-making process is systematic annon-scretionary (wherethe funmentcision-making process is more scretionary), anthe focus of the quantitative approais on factors across a potentially large group of stocks (wherefunmentstrategies focus on a relatively small group of stocks). In contrast, funmentanalysis (not quantitative analysis) emphasizes forecasting future prospects, inclung the future earnings ancash flows of a company. quantitative approach可以forecast future不是吗？

2024-03-23 09:50 1 · 回答

NO.PZ201809170400000703 问题如下 Whicharacteristic suggesteKnight to scrithe quantitative approachto active management is incorrect? A.Characteristi B.Characteristi C.Characteristi C is correct. Quantitative analysis uses a company’s history to arrive investment cisions. The quantitative cision-making process is systematic annon-scretionary (wherethe funmentcision-making process is more scretionary), anthe focus of the quantitative approais on factors across a potentially large group of stocks (wherefunmentstrategies focus on a relatively small group of stocks). In contrast, funmentanalysis (not quantitative analysis) emphasizes forecasting future prospects, inclung the future earnings ancash flows of a company. 没明白为什么选这个

2023-08-09 00:33 1 · 回答

CharacteristiCharacteristi C is correct. Quantitative analysis uses a company’s history to arrive investment cisions. The quantitative cision-making process is systematic annon-scretionary (wherethe funmentcision-making process is more scretionary), anthe focus of the quantitative approais on factors across a potentially large group of stocks (wherefunmentstrategies focus on a relatively small group of stocks). In contrast, funmentanalysis (not quantitative analysis) emphasizes forecasting future prospects, inclung the future earnings ancash flows of a company. 这道题解析说不能预测未来，那岂不是跟第11题矛盾了？

2020-02-09 20:02 1 · 回答