开发者:上海品职教育科技有限公司 隐私政策详情

应用版本:4.2.11(IOS)｜3.2.5(安卓)APP下载

返回

Alina · 2024年01月12日

为什么不选A，不是说成本更低吗？

  1. ESG
  2. ESG integrated portfolio construction and management

NO.PZ2022120701000081

问题如下：

What is an advantage of a multi-factor model over a smart beta or beta plus strategy for ESG integration in portfolios?

选项：

A.Lower cost B.Diversification C.Risk mitigation

解释：

One of the advantages of a multi-factor model over a smart beta or beta plus strategy is diversification Smart beta and beta plus investment strategies represent the compromise between passive, index-oriented investment and active investing at a lower cost than a traditional actively-managed strategy The active element within these strategies generally emphasizes a single or dominant investment factor, such as value, quality, growth, or momentum A multi-factor strategy, on the other hand, seeks to maximize the benefits of diversification through the combination of a number of different factors

为什么不选A，不是说成本更低吗？

添加评论
1 个答案

净净_品职助教 · 2024年01月12日

嗨，努力学习的PZer你好：


multi-factor model多因子模型是更复杂，smart beta可能只用分析一个风险因子，但是多因子模型要分析多个，成本必定更高。

“Smart beta and beta plus investment strategies represent the compromise between passive, index-oriented investment and active investing at a lower cost than a traditional actively-managed strategy”智能贝塔和贝塔+投资策略代表了被动、指数导向投资和主动投资之间的妥协，其成本低于传统的主动管理策略。题干问的是multi-factor model相对于smart beta的优点，而非smart beta的优点

----------------------------------------------
就算太阳没有迎着我们而来，我们正在朝着它而去，加油！

  • 1

    回答

  • 0

    关注

  • 366

    浏览
相关问题

NO.PZ2022120701000081问题如下Whis aantage of a multi-factor mol over a smart beta or beta plus strategy for ESG integration in portfolios?A.Lower costB.versificationC.Risk mitigationOne of the aantages of a multi-factor mol over a smart beta or beta plus strategy is versification Smart beta anbeta plus investment strategies represent the compromise between passive, inx-orienteinvestment anactive investing a lower cost tha trationactively-managestrategy The active element within these strategies generally emphasizes a single or minant investment factor, suvalue, quality, growth, or momentum A multi-factor strategy, on the other han seeks to maximize the benefits of versification through the combination of a number of fferent factors老师请一下C，考虑的因子越多 不应该风险越低吗？

2024-03-23 15:31 1 · 回答

NO.PZ2022120701000081问题如下 Whis aantage of a multi-factor mol over a smart beta or beta plus strategy for ESG integration in portfolios?A.Lower costB.versificationC.Risk mitigationOne of the aantages of a multi-factor mol over a smart beta or beta plus strategy is versification Smart beta anbeta plus investment strategies represent the compromise between passive, inx-orienteinvestment anactive investing a lower cost tha trationactively-managestrategy The active element within these strategies generally emphasizes a single or minant investment factor, suvalue, quality, growth, or momentum A multi-factor strategy, on the other han seeks to maximize the benefits of versification through the combination of a number of fferent factors老师，您好，其他两种方法为什么相对传统主动管理投资策略具有更低的成本优势呢

2024-03-01 13:30 1 · 回答

NO.PZ2022120701000081 问题如下 Whis aantage of a multi-factor mol over a smart beta or beta plus strategy for ESG integration in portfolios? A.Lower cost B.versification C.Risk mitigation One of the aantages of a multi-factor mol over a smart beta or beta plus strategy is versification Smart beta anbeta plus investment strategies represent the compromise between passive, inx-orienteinvestment anactive investing a lower cost tha trationactively-managestrategy The active element within these strategies generally emphasizes a single or minant investment factor, suvalue, quality, growth, or momentum A multi-factor strategy, on the other han seeks to maximize the benefits of versification through the combination of a number of fferent factors 老师能用简单的话描述下啥是multi-factor mol不

2023-06-09 01:35 4 · 回答

NO.PZ2022120701000081问题如下Whis aantage of a multi-factor mol over a smart beta or beta plus strategy for ESG integration in portfolios?A.Lower costB.versificationC.Risk mitigationOne of the aantages of a multi-factor mol over a smart beta or beta plus strategy is versification Smart beta anbeta plus investment strategies represent the compromise between passive, inx-orienteinvestment anactive investing a lower cost tha trationactively-managestrategy The active element within these strategies generally emphasizes a single or minant investment factor, suvalue, quality, growth, or momentum A multi-factor strategy, on the other han seeks to maximize the benefits of versification through the combination of a number of fferent factors这个答案的结论出自教材或者讲义哪里呢

2023-04-15 19:20 1 · 回答