NO.PZ2015122801000023
问题如下:
Which of the statements about the relationship between the performance of mutual fund managers and passive index strategy is correct?
选项:
A.The performance of mutual fund managers is equal to a passive index strategy.
B.The performance of mutual fund managers may outperform a passive index strategy.
C.The performance of mutual fund managers may underperform a passive index strategy.
解释:
C is correct.
Research shows that the passive index strategy is superior to the performance of most mutual fund managers.
老师,相关的我有3个问题没搞懂:
1.至少weak-efficient情况下 ,主动投资基金经理还可以用基本面分析来跑赢被动投资不是吗?
2.老师课上提到α,貌似现在还没学到这个知识点,获得α是指啥意思?
3.讲义中所说的"generate abnormal returns"和"beat the market"本质上有啥区别?是不是passive portfolio在任何情况下都无法获得abnormal returns?
谢谢老师!