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皓月 · 2024年09月27日

这题考点是啥

* 问题详情,请 查看题干

NO.PZ201809170400000301

问题如下:

Compared with broad-market-cap weighting, the international equity strategy suggested by McMahon is most likely to:

选项:

A.

concentrate risk exposure.

B.

be based on the efficient market hypothesis.

C.

overweight stocks that recently experienced large price decreases.

解释:

A is correct. Compared with broad-market-cap weighting, passive factor-based strategies tend to concentrate risk exposure, leaving investors vulnerable during periods when the risk factor (e.g., momentum) is out of favor.

我看了几遍题干,没找到答案。。。。是怎么判断出的。

1 个答案

笛子_品职助教 · 2024年09月28日

嗨,努力学习的PZer你好:


我看了几遍题干,没找到答案。。。。是怎么判断出的。


Hello,亲爱的同学~

题目问题是,比较suggested by McMahon 陈述的策略,与broad market。


我们需要找到,suggested by McMahon 是什么策略。


联系题目信息点,suggested by McMahon 的策略是passive factor based策略。


因此,题目问的是,passive factor 与broad market的差异。


根据知识点,passive factor策略,在因子上更加集中,因此选A。


----------------------------------------------
虽然现在很辛苦,但努力过的感觉真的很好,加油!

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