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wosmomo · 2020年10月20日

问一道题:NO.PZ2019012201000060

问题如下:

Dewey asks Sardar to perform a bottom-up style analysis of the Purity Fund based on the aggregation of attributes from individual stocks in the portfolio. Dewey plans to include the results of this style analysis in a profle he is preparing for the fund. The analysis performed by Sardar on the Purity Fund can be best described as being based on:

选项:

A.

a holdings-based approach

B.

manager self-identifcation

C.

a returns-based style analysis

解释:

A is correct. Dewey asks Sardar to perform a bottom-up style analysis of the Purity Fund based on the aggregation of attributes from individual stocks in the portfolio, which describes a holdings-based approach to style analysis. The overall equity investment style is an aggregation of attributes from individual stocks in the portfolio, weighted by their positions.

 aggregation of attributes from individual stocks,这个说的不是把每个股票的return的贡献汇总起来吗?

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已采纳答案

maggie_品职助教 · 2020年10月21日

嗨,从没放弃的小努力你好:


这道题说的是D同学根据持仓判断来分析组合的风格:通过判断持仓里个股的style,最后汇聚在一起,看占主导的是什么style,即aggregation of attributes from individual stocks in the portfolio。


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NO.PZ2019012201000060 问题如下 wey asks Sarr to perform a bottom-up style analysis of the Purity Funbaseon the aggregation of attributes from invistocks in the portfolio. wey plans to inclu the results of this style analysis in a profile he is preparing for the fun The analysis performeSarr on the Purity Funcbest scribebeing baseon: A.a holngs-baseapproa B.manager self-intifcation C.a returns-basestyle analysis A is correct. wey asks Sarr to perform a bottom-up style analysis of the Purity Funbaseon the aggregation of attributes from invistocks in the portfolio, whiscribes a holngs-baseapproato style analysis. The overall equity investment style is aggregation of attributes from invistocks in the portfolio, weightetheir positions. manager self-intifcation是top wn还是bottom up?

2024-07-10 09:40 1 · 回答

NO.PZ2019012201000060问题如下wey asks Sarr to perform a bottom-up style analysis of the Purity Funbaseon the aggregation of attributes from invistocks in the portfolio. wey plans to inclu the results of this style analysis in a profle he is preparing for the fun The analysis performeSarr on the Purity Funcbest scribebeing baseon: A.a holngs-baseapproa B.manager self-intifcation C.a returns-basestyle analysis A is correct. wey asks Sarr to perform a bottom-up style analysis of the Purity Funbaseon the aggregation of attributes from invistocks in the portfolio, whiscribes a holngs-baseapproato style analysis. The overall equity investment style is aggregation of attributes from invistocks in the portfolio, weightetheir positions. 如标题。holng base是bottom up,那return base能否说是top-wn的?翻了一下讲义,好像没有找到这种说法。

2023-12-01 09:42 1 · 回答

manager self-intifcation a returns-basestyle analysis A is correct. wey asks Sarr to perform a bottom-up style analysis of the Purity Funbaseon the aggregation of attributes from invistocks in the portfolio, whiscribes a holngs-baseapproato style analysis. The overall equity investment style is aggregation of attributes from invistocks in the portfolio, weightetheir positions. 请问什么情况下选b呢。

2021-03-18 16:26 1 · 回答

老師 請問有這樣一說嗎 return base就是top wn?

2020-10-03 19:21 3 · 回答