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一只可爱的猪 · 2021年09月23日

老师

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NO.PZ201809170400000803

问题如下:

Based upon Dewey’s chosen investment process for the management of the Purity Fund,rebalancing of the fund will most likely occur:

选项:

A.

at regular intervals

B.

in response to changes in company-specific information

C.

in response to updated output from optimization models

解释:

B is correct. Managers using an active fundamental investment process, like Dewey’s, usually monitor the portfolio’sholdings continuously and may rebalance at any time. In contrast, portfolios using a quantitative approach are usually rebalanced at regular intervals, such as monthly or quarterly, or in response to updated output from optimization models. A is incorrect because portfolios using a quantitative (not fundamental) active approach are usually rebalanced at regular intervals, such as monthly or quarterly. C is incorrect because construction of a quantitative portfolio (not a fundamental portfolio) typically involves using a portfolio optimizer, which controls for risk at the portfolio level in arriving at individual stock weights and leads to rebalancing decisions.

为什么不选A

1 个答案

笛子_品职助教 · 2021年09月24日

嗨,从没放弃的小努力你好:


文中有这么一句话


说明是用主观基本面的方法在做投资。主观投资的rebalancing,要根据基本面的变化。定期,rebalancing和用模型rebalancing,属于量化投资。


知识点参考以下截图


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努力的时光都是限量版,加油!

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