NO.PZ2021103102000019
问题如下:
If a hedge fund adopt a bottom-up approach and hold a long-short positions, which fund strategy is least likely to use?
选项:
A. event-driven strategy
B. equity hedge strategy
C. macro strategies
解释:
事件驱动型交易策略(event-driven strategy)、股票对冲策略(equity hedge strategy)和宏观策略(macro strategies)都会持有多头和空头头寸,但只有事件驱动型交易策略和股票对冲策略会采用自下而上的选股方式。宏观策略寻求从不断变化的经济变量的预期变动中获利,通常采用自上而下的选股方式。
没看懂答案的意思,好像和答案不一致