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Shawnxz · 2024年07月16日

最后不是也说了make large trades，这里可以理解为positionning吗？

  1. CFA III
  2. Equity

NO.PZ2023010903000056

问题如下：

Fund 1 focuses on skillfully timing exposures to factors, both rewarded and unrewarded, and to other asset classes. The fund’s managers use timing skills to opportunistically shift their portfolio to capture returns from factors such as country, asset class, and sector. Fund 1 prefers to make large trades.

Based on Exhibit 1, the main building block of portfolio construction on which Fund 1 focuses is most likely:

选项：

A.

alpha skills

B.

position sizing

C.

rewarded factor weightings

解释：

The three main building blocks of portfolio construction are alpha skills, position sizing, and rewarded factor weightings. Fund 1 generates active returns by skillfully timing exposures to factors, both rewarded and unrewarded, and to other asset classes, which constitute a manager’s alpha skills.

最后不是也说了make large trades，这里可以理解为positionning吗？

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笛子_品职助教 · 2024年07月17日

嗨，从没放弃的小努力你好：


最后不是也说了make large trades，这里可以理解为positionning吗？

positionning 要求可持续，可复制的盈利。

而make large trades指做了很大的一笔交易，赚了很多利润。

这种利润是一次性的，虽然赚到了，但未来很难复制。

既然很难复制，就属于lucky。

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