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llemos · 2019年05月02日

问一道题:NO.PZ2019012201000039 [ CFA III ]

问题如下图:

选项:

A.

B.

C.

解释:

当focus 在大盘股的时候,为什么long only的方法比其他方法更体现投资能力呢?比如针对大盘股的sector factor进行大量exposure的时候,感觉long short的方法更能体现投资能力呢

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maggie_品职助教 · 2019年05月03日

因为相比小盘股,大盘股交易量大、流动性好,如果基金经理看涨,long 大盘股的股票是不会收到任何限制。而小盘股呢,如果认为某只股票被低估,想买入,但可能买不到。investment capacity指的是你能够实现投资判断的能力不是可以用于投资的资金规模。


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