NO.PZ201809170400000805
问题如下:
The analysis performed by Sardar on the Purity Fund can be best described as being based on:
选项:
A.a holdings-based approach
manager self-identification
a returns-based style analysis.
解释:
A is correct. Dewey asks Sardar to perform a bottom-up style analysis of thePurity 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.
从这句话,based on the aggregation of attributes from individual stocks in the portfolio做判断,应该主要是建立在aggregation of attributes的理解上吧?感觉更像是归因分析吧,不是属于return-based么?