NO.PZ201809170400000501
问题如下:
Based on Exhibit 1, the main building block of portfolio construction on which Fund 1 focuses is most likely:
选项:
A.alpha skills.
B.position sizing.
C.rewarded factor weightings.
解释:
A is correct. The three main building blocks of portfolio construction are alpha skills, position sizing, and rewarded factor weightings. Fund 1 generates active returns by skillfully timing exposures to factors, both rewarded and unrewarded, and to other asset classes, which constitute a manager’s alpha skills.
这题有点知识盲区了 是在哪里讲到过 三种的区别是啥