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Feeling · 2020年12月05日

问一道题:NO.PZ2015121810000069

问题如下:

Factor (smart beta) strategy ETFs are least likely to be used by investors:

选项:

A.

to modify portfolio risk.

B.

for tactical trading purposes

C.

to seek outperformance versus a benchmark.

解释:

B is correct. Factor strategy ETFs are usually benchmarked to an index created with predefined rules for screening and/or weighting stock holdings and are considered longer-term, buy-and-hold investment options rather than tactical trading instruments. The strategy index rules are structured around return drivers or factors, such as value, dividend yield, earnings or dividend growth, quality, stock volatility, or momentum. Investors using factor-based investing seek outperformance versus a benchmark or portfolio risk modification.

请问smart beta是什么?在哪个地方呢?

1 个答案
已采纳答案

星星_品职助教 · 2020年12月05日

同学你好,

smart beta就是factor strategy策略对应的β,介于主动管理和被动投资(正常的β)之间。

可以参考讲义如下:

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NO.PZ2015121810000069 for tactictrang purposes 是什么意思?战术性配置么?

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老师好,请问B不对,是由于Tacticstrategies主要用于short term,而Smart Beta主要是long term视野吗?谢谢

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