alpha

NO.PZ2023010407000027 问题如下 In preparation for the first meeting between Zen-Alt anthe fun Gension anSmittanscuss implementing a short-biaseequity strategy within the fun Smittanmakes the following three statements regarng short-biaseequity strategies. Whiof Smittans statements regarng short-biaseequity strategies is incorrect? A.Statement 1 B.Statement 2 C.Statement 3 B is correct. Whilebon rethe probability of achieving a target return over time, they havebeen more effective a volatility mitigator thalternatives over anextenperioof time.A is incorrectbecause Statement 1 is correct. Short-biasestrategies are expecteto provisome measure of alpha in aition to lowering a portfolio’s overall equitybeta.C is incorrectbecause Statement 3 is correct. Short-biaseequity strategies help reanequity-minateportfolio’s overall betShort-biasestrategies are believeo liver equity-like returns with less-than-full exposure to the equitypremium but with aitionsourof return thmight come from themanager’s shorting of invistocks. 在减少Volatility的方面，Bon无论在长期还是在短期都是表现比Alternatives好吗？

NO.PZ2023010407000027 问题如下 In preparation for the first meeting between Zen-Alt anthe fun Gension anSmittanscuss implementing a short-biaseequity strategy within the fun Smittanmakes the following three statements regarng short-biaseequity strategies. Whiof Smittans statements regarng short-biaseequity strategies is incorrect? A.Statement 1 B.Statement 2 C.Statement 3 B is correct. Whilebon rethe probability of achieving a target return over time, they havebeen more effective a volatility mitigator thalternatives over anextenperioof time.A is incorrectbecause Statement 1 is correct. Short-biasestrategies are expecteto provisome measure of alpha in aition to lowering a portfolio’s overall equitybeta.C is incorrectbecause Statement 3 is correct. Short-biaseequity strategies help reanequity-minateportfolio’s overall betShort-biasestrategies are believeo liver equity-like returns with less-than-full exposure to the equitypremium but with aitionsourof return thmight come from themanager’s shorting of invistocks. 这题不在portfolio mgt考纲里了吧？

NO.PZ2023010407000027 问题如下 In preparation for the first meeting between Zen-Alt anthe fun Gension anSmittanscuss implementing a short-biaseequity strategy within the fun Smittanmakes the following three statements regarng short-biaseequity strategies. Whiof Smittans statements regarng short-biaseequity strategies is incorrect? A.Statement 1 B.Statement 2 C.Statement 3 B is correct. Whilebon rethe probability of achieving a target return over time, they havebeen more effective a volatility mitigator thalternatives over anextenperioof time.A is incorrectbecause Statement 1 is correct. Short-biasestrategies are expecteto provisome measure of alpha in aition to lowering a portfolio’s overall equitybeta.C is incorrectbecause Statement 3 is correct. Short-biaseequity strategies help reanequity-minateportfolio’s overall betShort-biasestrategies are believeo liver equity-like returns with less-than-full exposure to the equitypremium but with aitionsourof return thmight come from themanager’s shorting of invistocks. 请问equity下的三大hee fun略，是不是都可以说provi alpha？讲课老师提了 long-short策略是aitionsourof alph但另外两类好像没有明确说可以provi alpha。

NO.PZ2023010407000027问题如下 In preparation for the first meeting between Zen-Alt anthe fun Gension anSmittanscuss implementing a short-biaseequity strategy within the fun Smittanmakes the following three statements regarng short-biaseequity strategies. Whiof Smittans statements regarng short-biaseequity strategies is incorrect? A.Statement 1B.Statement 2C.Statement 3 B is correct. Whilebon rethe probability of achieving a target return over time, they havebeen more effective a volatility mitigator thalternatives over anextenperioof time.A is incorrectbecause Statement 1 is correct. Short-biasestrategies are expecteto provisome measure of alpha in aition to lowering a portfolio’s overall equitybeta.C is incorrectbecause Statement 3 is correct. Short-biaseequity strategies help reanequity-minateportfolio’s overall betShort-biasestrategies are believeo liver equity-like returns with less-than-full exposure to the equitypremium but with aitionsourof return thmight come from themanager’s shorting of invistocks. 请讲解一下这道题，谢谢老师