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Alex · 2020年01月06日

问一道题:NO.PZ2019012201000046 [ CFA III ]

问题如下图:

选项:

A.

B.

C.

解释:

想问问c是错在哪里了

谢谢

2 个答案

笛子_品职助教 · 2021年11月06日

嗨,从没放弃的小努力你好:


老是请问C里面的decrease改成increase就对了是吧

是的,理解正确。

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maggie_品职助教 · 2020年01月07日

passive factor-based momentum strategy,说明我感兴趣的因子是momentum factor(惯性指标:即投资那些过去涨将来还涨)。因此相比我们过去大盘有什么我们就投资什么,基于因子的选股策略,将风险敞口更加集中化了。而C说增加那些近期有巨幅亏损股票的权重,这不是惯性策略。

Louis · 2021年11月06日

老是请问C里面的decrease改成increase就对了是吧

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