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Howard2007aua · 2019年02月22日

问一道题:NO.PZ201809170400000301 第1小题

* 问题详情,请 查看题干

问题如下图:

    

选项:

A.

B.

C.

解释:


这个题什么意思?答案也没看懂

1 个答案
老师答案

这个题考的是factor based被动投资和传统的被动投资的区别。

这个讲义上有专门的讲解的,你可以看一下。考点知道了,答案应该就能看懂了。

A,factor based就是只focus几个factor,希望可以获得超过market的return。就是alternative beta嘛。是正确的。

B,factor base认为有用被动的办法获得超过market的机会,所以相比传统被动投资,应该是认为市场相对不那么有效的

C,因为是momentum策略,股价涨了才买,不是股价跌了才买。方向说错了

李斯克 · 2019年02月24日

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