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lman · 2021年04月17日

factor timing的定义是什么?具体是怎么操作的?

* 问题详情,请 查看题干

NO.PZ201809170400000607

问题如下:

Chen’s preferred portfolio management approach would be best described as:

选项:

A.

top down.

B.

systematic.

C.

discretionary.

解释:

C is correct. Chen prefers an approach that emphasizes security-specific factors, engages in factor timing, and typically leads to portfolios that are generally more concentrated than those built using a systematic approach

factor timing的定义是什么?具体是怎么操作的?

1 个答案

maggie_品职助教 · 2021年04月18日

嗨,爱思考的PZer你好:


timing就是择时,而factor timing就是对因子择时,即找准时机投资基金经理认为在某一时期表timing就是择时,而factor timing就是对因子择时,即找准时机投资基金经理认为在某一时期表现好的因子。

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