开发者:上海品职教育科技有限公司 隐私政策详情

应用版本:4.2.11(IOS)｜3.2.5(安卓)APP下载

返回

二三六七七九九 · 2021年08月14日

c？

  1. CFA III
  2. Equity

* 问题详情，请 查看题干

NO.PZ201809170400000301

问题如下：

Compared with broad-market-cap weighting, the international equity strategy suggested by McMahon is most likely to:

选项：

A.

concentrate risk exposure.

B.

be based on the efficient market hypothesis.

C.

overweight stocks that recently experienced large price decreases.

解释：

A is correct. Compared with broad-market-cap weighting, passive factor-based strategies tend to concentrate risk exposure, leaving investors vulnerable during periods when the risk factor (e.g., momentum) is out of favor.

c指的是price weighted吗
添加评论
1 个答案

伯恩_品职助教 · 2021年08月14日

嗨，从没放弃的小努力你好：


不是的。price weighted是指高价格的股票的价格变动对指数的影响很大。

C是回归式。就是假设股价大多数是在一个均衡状态，如果短期出现较大偏离，后期一定会回归到均衡状态，比如这个C跌了，认为后期会回归原来的价格。于是大举买入

----------------------------------------------
就算太阳没有迎着我们而来，我们正在朝着它而去，加油！

  • 1

    回答

  • 0

    关注

  • 652

    浏览
相关问题

NO.PZ201809170400000301 问题如下 Comparewith broamarket-cweighting, the internationequity strategy suggesteMcMahon is most likely to: A.concentrate risk exposure. B.baseon the efficient market hypothesis. C.overweight stocks threcently experiencelarge pricreases. A is correct. Comparewith broamarket-cweighting, passive factor-basestrategies tento concentrate risk exposure, leaving investors vulnerable ring perio when the risk factor (e.g., momentum) is out of favor. 我看了几遍题干，没找到答案。。。。是怎么判断出的。

2024-09-27 14:45 1 · 回答

NO.PZ201809170400000301 问题如下 Comparewith broamarket-cweighting, the internationequity strategy suggesteMcMahon is most likely to: A.concentrate risk exposure. B.baseon the efficient market hypothesis. C.overweight stocks threcently experiencelarge pricreases. A is correct. Comparewith broamarket-cweighting, passive factor-basestrategies tento concentrate risk exposure, leaving investors vulnerable ring perio when the risk factor (e.g., momentum) is out of favor. 如题

2024-07-01 21:24 1 · 回答

NO.PZ201809170400000301 问题如下 Comparewith broamarket-cweighting, the internationequity strategy suggesteMcMahon is most likely to: A.concentrate risk exposure. B.baseon the efficient market hypothesis. C.overweight stocks threcently experiencelarge pricreases. A is correct. Comparewith broamarket-cweighting, passive factor-basestrategies tento concentrate risk exposure, leaving investors vulnerable ring perio when the risk factor (e.g., momentum) is out of favor. 没看懂这道题目是什么意思，可以详细讲解一下吗？

2023-11-12 15:22 1 · 回答

NO.PZ201809170400000301 问题如下 Comparewith broamarket-cweighting, the internationequity strategy suggesteMcMahon is most likely to: A.concentrate risk exposure. B.baseon the efficient market hypothesis. C.overweight stocks threcently experiencelarge pricreases. A is correct. Comparewith broamarket-cweighting, passive factor-basestrategies tento concentrate risk exposure, leaving investors vulnerable ring perio when the risk factor (e.g., momentum) is out of favor. 老师请问，C是哪种weighting metho特点？overweight stocks threcently experiencelarge pricreases.

2022-12-22 16:22 1 · 回答

NO.PZ201809170400000301问题如下 Comparewith broamarket-cweighting, the internationequity strategy suggesteMcMahon is most likely to: A.concentrate risk exposure.B.baseon the efficient market hypothesis.C.overweight stocks threcently experiencelarge pricreases. A is correct. Comparewith broamarket-cweighting, passive factor-basestrategies tento concentrate risk exposure, leaving investors vulnerable ring perio when the risk factor (e.g., momentum) is out of favor. Leaving investors vulnerable ring perio when the risk factor is out of favor.怎么理解

2022-03-26 18:01 3 · 回答