yewei1989 · 2021年05月16日
NO.PZ2019012201000028
问题如下：
Fund TMT focuses on skillfully timing exposures to factors, both rewarded and unrewarded, and to other asset classes. The main building block of portfolio construction on which Fund TMT focuses is most likely:
选项：
A. alpha skills.
B. position sizing.
C. rewarded factor weightings.
解释：
A is correct.
考点：Building Blocks
解析：主动投资组合构建的三个超额收益主要来源包括alpha技能、头寸调整和奖励因素权重。TMT基金通过对各种因素在时机上进行把握来获得积极回报利用的是alpha技能。
这三部分，具体指什么内容？
NO.PZ2019012201000028 问题如下 FunTMT focuses on skillfully timing exposures to factors, both rewaranunrewar anto other asset classes. The main builng bloof portfolio construction on whiFunTMT focuses is most likely: alpha skills. position sizing. rewarfactor weightings. A is correct. 考点：Builng Blocks 解析：主动投资组合构建的三个超额收益主要来源包括alpha技能、头寸调整和奖励因素权重。TMT基金通过对各种因素在时机上进行把握来获得积极回报利用的是alpha技能。 如题
NO.PZ2019012201000028 问题如下 FunTMT focuses on skillfully timing exposures to factors, both rewaranunrewar anto other asset classes. The main builng bloof portfolio construction on whiFunTMT focuses is most likely: alpha skills. position sizing. rewarfactor weightings. A is correct. 考点：Builng Blocks 解析：主动投资组合构建的三个超额收益主要来源包括alpha技能、头寸调整和奖励因素权重。TMT基金通过对各种因素在时机上进行把握来获得积极回报利用的是alpha技能。 B这种调仓的能力也感觉很容易和alphskill混淆，为什么它不算是alpha skill的一种呢，它的定义是什么，可以举个例子么
NO.PZ2019012201000028 position sizing. rewarfactor weightings. A is correct. 考点Builng Blocks 解析主动投资组合构建的三个超额收益主要来源包括alpha技能、头寸调整和奖励因素权重。TMT基金通过对各种因素在时机上进行把握来获得积极回报利用的是alpha技能。 题干里提到rewarefactors，unrewarfactors，后面还跟了一个other asset clasees，other asset classes 在这里跟前面的factors是并列关系？
NO.PZ2019012201000028
