NO.PZ2019012201000028
问题如下:
Fund TMT focuses on skillfully timing exposures to factors, both rewarded and unrewarded, and to other asset classes. The main building block of portfolio construction on which Fund TMT focuses is most likely:
选项:
A.alpha skills.
B.position sizing.
C.rewarded factor weightings.
解释:
A is correct.
考点:Building Blocks
解析:主动投资组合构建的三个超额收益主要来源包括alpha技能、头寸调整和奖励因素权重。TMT基金通过对各种因素在时机上进行把握来获得积极回报利用的是alpha技能。
如题