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
B. manager self-identification
C. 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.