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闫珅考试必过 · 2021年03月18日

问一道题:NO.PZ2019012201000060 [ CFA III ]

问题如下:

Dewey asks Sardar to perform a bottom-up style analysis of the Purity Fund based on the aggregation of attributes from individual stocks in the portfolio. Dewey plans to include the results of this style analysis in a profle he is preparing for the fund. The analysis performed by Sardar on the Purity Fund can be best described as being based on:

选项:

A.

a holdings-based approach

B.

manager self-identifcation

C.

a returns-based style analysis

解释:

A is correct. Dewey asks Sardar to perform a bottom-up style analysis of the Purity Fund based on the aggregation of attributes from individual stocks in the portfolio, which describes a holdings-based approach to style analysis. The overall equity investment style is an aggregation of attributes from individual stocks in the portfolio, weighted by their positions.

请问什么情况下选b呢。
1 个答案
已采纳答案

maggie_品职助教 · 2021年03月19日

嗨,从没放弃的小努力你好:


manager self-identifcation太不常用了,原版书也只是一句话带过(就是通过基金募集说明书来判断基金的投资风格),这种方法技术含量太低,所以考察到的几率也很低(李老师在基础班也说过)。所以这个地方只要重点掌握前两种方法即可。

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虽然现在很辛苦,但努力过的感觉真的很好,加油!

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