谭永恒 · 2019年05月16日
问题如下图：
选项：
A. 
B. 
C. 
解释：
我想问下hedged portfolio和factor tilt 我可不可以这么理解
hedged 我不仅选择factor的权重不一样，而且我还主动选择哪些factor通过long short组合
tilt。 我是factor的选择跟benchmark一样，但发现机会微调权重
而passive 。factor的选择和权重都要跟benchmark尽可能的一样，但由于data可能改变需要rebalance权重为了符合benchMark的权重，所以又有点active的成分
当然active和passive factor的选择都是rule base，区别在于是不是transparent，因为active要获得阿尔法，越少人知道越好
NO.PZ2019012201000024 问题如下 Whiof following is a feature regarng to the factor-tilting approach? The approaspecializes in taking stakes in listecompanies anaocating changes for the purpose of procing a gain on the investment. The approatracks a benchmark inx closely but also provis exposures to the chosen factor. A long/short portfolio is typically formegoing long the best quantile anshorting the worst quantile. B is correct. 考点：Top-wn anOther Strategies 解析: 因子倾斜策略在密切跟踪基准指数的同时对看好的因子主动承担一定风险。 A是activist strategy吗？
NO.PZ2019012201000024 问题如下 Whiof following is a feature regarng to the factor-tilting approach? The approaspecializes in taking stakes in listecompanies anaocating changes for the purpose of procing a gain on the investment. The approatracks a benchmark inx closely but also provis exposures to the chosen factor. A long/short portfolio is typically formegoing long the best quantile anshorting the worst quantile. B is correct. 考点：Top-wn anOther Strategies 解析: 因子倾斜策略在密切跟踪基准指数的同时对看好的因子主动承担一定风险。 之前做的笔记，忘记在哪看到的了，这三个是对的吗？尤其是，factor-tilting可以理解为semi-active?aocating changes for the purpose of procing a gain on the investment- activist strategiessemi-active- factor tilting approachlong/short- heeportfolio approach
NO.PZ2019012201000024 问题如下 Whiof following is a feature regarng to the factor-tilting approach? The approaspecializes in taking stakes in listecompanies anaocating changes for the purpose of procing a gain on the investment. The approatracks a benchmark inx closely but also provis exposures to the chosen factor. A long/short portfolio is typically formegoing long the best quantile anshorting the worst quantile. B is correct. 考点：Top-wn anOther Strategies 解析: 因子倾斜策略在密切跟踪基准指数的同时对看好的因子主动承担一定风险。 麻烦问一下，factor-titling在讲义中的哪个位置？
NO.PZ2019012201000024问题如下 Whiof following is a feature regarng to the factor-tilting approach? The approaspecializes in taking stakes in listecompanies anaocating changes for the purpose of procing a gain on the investment. The approatracks a benchmark inx closely but also provis exposures to the chosen factor. A long/short portfolio is typically formegoing long the best quantile anshorting the worst quantile. B is correct. 考点：Top-wn anOther Strategies 解析: 因子倾斜策略在密切跟踪基准指数的同时对看好的因子主动承担一定风险。 老师，factor tilting 和哪种方法是并列的？感觉这不是框架感不是很强
NO.PZ2019012201000024问题如下 Whiof following is a feature regarng to the factor-tilting approach? The approaspecializes in taking stakes in listecompanies anaocating changes for the purpose of procing a gain on the investment. The approatracks a benchmark inx closely but also provis exposures to the chosen factor. A long/short portfolio is typically formegoing long the best quantile anshorting the worst quantile. B is correct. 考点：Top-wn anOther Strategies 解析: 因子倾斜策略在密切跟踪基准指数的同时对看好的因子主动承担一定风险。 感觉和通过long short factor 因子有点混，麻烦老师讲解，谢谢
