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皓皓心 · 2024年04月17日

选项A是activist strategy吗？

  1. CFA III
  2. Equity

NO.PZ2019012201000024

问题如下：

Which of following is a feature regarding to the factor-tilting approach?

选项：

A.

The approach specializes in taking stakes in listed companies and advocating changes for the purpose of producing a gain on the investment.

B.

The approach tracks a benchmark index closely but also provides exposures to the chosen factor.

C.

A long/short portfolio is typically formed by going long the best quantile and shorting the worst quantile.

解释：

B is correct.

考点：Top-Down and Other Strategies

解析: 因子倾斜策略在密切跟踪基准指数的同时对看好的因子主动承担一定风险。

选项A是activist strategy吗？

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1 个答案

笛子_品职助教 · 2024年04月18日

嗨，努力学习的PZer你好：


选项A是activist strategy吗？

Hello，亲爱的同学~

选项A是activist strategy，同学理解正确。

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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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