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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
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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

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