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AL · 2021年11月02日

Momentum

  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.

如何看出這是關momentum的事 謝謝

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1 个答案

伯恩_品职助教 · 2021年11月02日

嗨，爱思考的PZer你好：


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就算太阳没有迎着我们而来，我们正在朝着它而去，加油！

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