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tzdsgn · 2023年07月23日

return based

NO.PZ2023010903000055

问题如下:

Jack Dewey is managing partner of DC&H,an investment management firm, and Supriya Sardar is an equity analyst with the firm. Dewey recently took over management of the firm’s Purity Fund. He is developing a fundamental active investment process for managing this fund that emphasizes financial strength and demonstrated profitability of portfolio companies.

Dewey asks Sardar to perform a bottom-up style analysis of the Purity Fund based on the aggregation of attributes from individual stocks in the portfolio. Dewey plans to include the results of this style analysis in a profile he is preparing for the fund.

The analysis performed by Sardar on the Purity Fund can be best described as being based on:

选项:

A.

a holdings-based approach

B.

manager self-identification

C.

a returns-based style analysis

解释:

Dewey asks Sardar to perform a bottom-up style analysis of thePurity Fund based on the aggregation of attributes from individual stocks in the portfolio, which describes a holdings-based approach to style analysis. The overall equity investment style is an aggregation of attributes from individual stocks in the portfolio, weighted by their positions.

return based用回归 可以算作是top down吗

1 个答案

笛子_品职助教 · 2023年07月25日

嗨,从没放弃的小努力你好:


return based用回归 可以算作是top down吗

return based算Top down的方法,这是相对于holding base来说的,holding based是bottom up

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虽然现在很辛苦,但努力过的感觉真的很好,加油!