Amber · 2020年10月14日
* 问题详情，请 查看题干
问题如下：
2 Based on Exhibit 1 and relative to the benchmark, the manager of Fund 1 most likely used a:
选项：
A.growth tilt.
greater tilt toward small cap.
momentum-based investing approach.
解释：
A is correct.
Based on the factor sensitivities in column 1 (negative sensitivity of –0.17 to HML) and the differences relative to the benchmark shown in column3, the manager likely had a growth tilt.
老師
SMB: Small - Big -> 這個是判斷投資是大盤還是小盤股嗎?
HML: High - low -> 這個是判斷投資成長型還是價值型股票嗎?
WML: 對不起 這個是什麼意思
謝謝老師
NO.PZ201909300100000302问题如下 2 Baseon Exhibit 1 anrelative to the benchmark, the manager of Fun1 most likely usea:A.growth tilt.B.greater tilt towarsmall cap.C.momentum-baseinvesting approach.A is correct. Baseon the factor sensitivities in column 1 (negative sensitivity of –0.17 to HML) anthe fferences relative to the benchmark shown in column3, the manager likely ha growth tilt.为什么只考虑第三列的正负，不需要考虑第四列的正负？
NO.PZ201909300100000302问题如下2 Baseon Exhibit 1 anrelative to the benchmark, the manager of Fun1 most likely usea:A.growth tilt.B.greater tilt towarsmall cap.C.momentum-baseinvesting approach.A is correct. Baseon the factor sensitivities in column 1 (negative sensitivity of –0.17 to HML) anthe fferences relative to the benchmark shown in column3, the manager likely ha growth tilt.B是错在greater？
NO.PZ201909300100000302 greater tilt towarsmall cap. momentum-baseinvesting approach. A is correct. Baseon the factor sensitivities in column 1 (negative sensitivity of –0.17 to HML) anthe fferences relative to the benchmark shown in column3, the manager likely ha growth tilt. RMRF是什么影响？为什么权重偏差最大却不考虑？
NO.PZ201909300100000302 请问老师， momentum-baseinvesting approa我知道这个不对， 就是这知识点我不记得了 请问这个是哪个知识点？ 谢谢
greater tilt towarsmall cap. momentum-baseinvesting approach. A is correct. Baseon the factor sensitivities in column 1 (negative sensitivity of –0.17 to HML) anthe fferences relative to the benchmark shown in column3, the manager likely ha growth tilt. High minus low 不是high prito book value minus low prito book value吗，那么high p/b是growth呀，怎么是value呢 ？ 到底这hml是什么意思
