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Tong · 2025年06月02日

The limited data makes holdings-based style analysis less effect

NO.PZ2019012201000027

问题如下:

How many of the following statements about style analysis is incorrect?

Statement 1 Holdings-based style analysis is more accurate than returns-based analysis because it uses the actual portfolio holdings.

Statement 2 The limited data makes holdings-based style analysis less effective.

选项:

A.

One

B.

Two

C.

None

解释:

C is correct.

考点:Equity investment style classification

解析:题干中两个表述都是正确的。

The limited data makes holdings-based style analysis less effective. 这里面limited data怎么理解?

另外,holding based approach 一定比return based approach准确是吗?(statement 1)

1 个答案

笛子_品职助教 · 2025年06月03日

嗨,从没放弃的小努力你好:


The limited data makes holdings-based style analysis less effective. 这里面limited data怎么理解?

Hello,亲爱的同学~

limited data是数据有限的含义。

做holdings-based style analysis需要fund详细的持股数据,而很多时候外部投资者并不能得到详细的持股数据,因此是limited data。


另外,holding based approach 一定比return based approach准确是吗?(statement 1)

是的。

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虽然现在很辛苦,但努力过的感觉真的很好,加油!