问题如下图:
选项:
A.
B.
C.
解释:
这题什么意思?没看懂
这题我在原版书后习题讲解里面讲的满细致的,可以听一下。
主要是讲两个公司对股票市场分类,产生了不同的结果。Asgard这家公司,在Morningstar这家公司被人做是blend,在lipper被归类为value,问哪个正确。
A不对,是因为A选项说Lipper可能把一个股票归为不同的style,这个不可能,只能是互斥的分类,一个股票只能归为做一类。
B不对,是因为Lipper不是只能由value和growth两个分类,也可能有core的分类,然后依然把asgard这家公司归为value
C是正确的
李斯克 · 2019年02月22日
NO.PZ201809170400000406问题如下 Leonard is looking the style classification from AsgarreporteMorningstar anThomson Reuters Lipper. He is surpriseto finthAsgaris classified a blenfunMorningstana value funLipper. Whiof the following statements is correct? Although the Morningstar methology classifies securities either value, growth, or core, the Lipper methology assumes a stochave the characteristiof many styles. This approach cresult in a fferent classification for the same portfolio. The Lipper methology conly leto a value or growth classification. It es not offer a core/blend component. The Morningstar methology classifies securities either value, growth, or core looking at the fferenbetween their respective growth anvalue scores. It is possible ththe Asgarfun hola balanceexposure to both value angrowth anor core stocks. C is a correanswer. Morningstcalculates a score for value angrowth on a scale of 0 to 100 using five proxy measures for each. The value score is subtracted from the growth score. A strongly positive net score lea to a growth classification, ana strongly negative score lea to a value classification. A score relatively close to zero incates a core classification. To achieve a blend classification, the portfolio must have a balanceexposure to stocks classified value angrowth, a minant exposure to stocks classifiecore, or a combination of both. A is an incorreanswer. Both MorningstanLipper classify invistocks in a specific style category. Neither assumes a security cbelong to several styles in specific proportion. B is an incorreanswer. The Lipper methology es have a core classification. It sums the Z-score of six portfolio characteristiover severyears to termine overall Z-score thtermines either a value, core, or growth classification. 题里都没有这两个人做什么?
NO.PZ201809170400000406 问题如下 Leonard is looking the style classification from AsgarreporteMorningstar anThomson Reuters Lipper. He is surpriseto finthAsgaris classified a blenfunMorningstana value funLipper. Whiof the following statements is correct? Although the Morningstar methology classifies securities either value, growth, or core, the Lipper methology assumes a stochave the characteristiof many styles. This approach cresult in a fferent classification for the same portfolio. The Lipper methology conly leto a value or growth classification. It es not offer a core/blend component. The Morningstar methology classifies securities either value, growth, or core looking at the fferenbetween their respective growth anvalue scores. It is possible ththe Asgarfun hola balanceexposure to both value angrowth anor core stocks. C is a correanswer. Morningstcalculates a score for value angrowth on a scale of 0 to 100 using five proxy measures for each. The value score is subtracted from the growth score. A strongly positive net score lea to a growth classification, ana strongly negative score lea to a value classification. A score relatively close to zero incates a core classification. To achieve a blend classification, the portfolio must have a balanceexposure to stocks classified value angrowth, a minant exposure to stocks classifiecore, or a combination of both. A is an incorreanswer. Both MorningstanLipper classify invistocks in a specific style category. Neither assumes a security cbelong to several styles in specific proportion. B is an incorreanswer. The Lipper methology es have a core classification. It sums the Z-score of six portfolio characteristiover severyears to termine overall Z-score thtermines either a value, core, or growth classification. 基础班没有相关概念,在讲义什么位置呢
NO.PZ201809170400000406 问题如下 Leonard is looking the style classification from AsgarreporteMorningstar anThomson Reuters Lipper. He is surpriseto finthAsgaris classified a blenfunMorningstana value funLipper. Whiof the following statements is correct? Although the Morningstar methology classifies securities either value, growth, or core, the Lipper methology assumes a stochave the characteristiof many styles. This approach cresult in a fferent classification for the same portfolio. The Lipper methology conly leto a value or growth classification. It es not offer a core/blend component. The Morningstar methology classifies securities either value, growth, or core looking at the fferenbetween their respective growth anvalue scores. It is possible ththe Asgarfun hola balanceexposure to both value angrowth anor core stocks. C is a correanswer. Morningstcalculates a score for value angrowth on a scale of 0 to 100 using five proxy measures for each. The value score is subtracted from the growth score. A strongly positive net score lea to a growth classification, ana strongly negative score lea to a value classification. A score relatively close to zero incates a core classification. To achieve a blend classification, the portfolio must have a balanceexposure to stocks classified value angrowth, a minant exposure to stocks classifiecore, or a combination of both. A is an incorreanswer. Both MorningstanLipper classify invistocks in a specific style category. Neither assumes a security cbelong to several styles in specific proportion. B is an incorreanswer. The Lipper methology es have a core classification. It sums the Z-score of six portfolio characteristiover severyears to termine overall Z-score thtermines either a value, core, or growth classification. The Morningstmethology classifies securities either value, growth, or core 这个我直接把这个排除了,既然被morningstar算作blen那么这句话说要么v,要么g,要么core,只有这三种,不就很矛盾了吗
NO.PZ201809170400000406
NO.PZ201809170400000406 The Lipper methology conly leto a value or growth classification. It es not offer a core/blencomponent. The Morningstmethology classifies securities either value, growth, or core looking the fferenbetween their respective growth anvalue scores. It is possible ththe Asgarfun hola balanceexposure to both value angrowth anor core stocks. C is a correanswer. Morningstcalculates a score for value angrowth on a scale of 0 to 100 using five proxy measures for each. The value score is subtractefrom the growth score. A strongly positive net score lea to a growth classification, ana strongly negative score lea to a value classification. A score relatively close to zero incates a core classification. To achieve a blenclassification, the portfolio must have a balanceexposure to stocks classifievalue angrowth, a minant exposure to stocks classifiecore, or a combination of both. A is incorreanswer. Both MorningstanLipper classify invistocks in a specific style category. Neither assumes a security cbelong to severstyles in specific proportion. B is incorreanswer. The Lipper methology es have a core classification. It sums the Z-score of six portfolio characteristiover severyears to termine overall Z-score thtermines either a value, core, or growth classification. 具体内容在讲义或者课件中哪一部分?