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二三六七七九九 · 2021年08月18日

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The mandate of Pool 2 also consists of two primary goals: A goal that the overall stock portfolio should consist of mature companies that have stable net incomes and high dividend yields A goal of expressing strong views on many major corporate issues through proxy voting Q. Which of the following index methodologies is most appropriate to use as a benchmark for the overall stock portfolio described in Pool 2? Factor based Capitalization weighted Fundamentally weighted Solution A is correct. The value risk factor is associated with mature companies that have stable net incomes and high dividend yields. This factor-based method would create the most appropriate benchmark for the Pool 2 equity portfolio. B is incorrect. Although cap-weighted index construction is widely used, it does not fit the description of the mandate for the overall portfolio in Pool 2. C is incorrect. Fundamental weighting is an alleged improvement on cap-weighted indexing that uses a cluster of fundamentals, such as book value, cash flow, revenue, dividends, and employee count, as a basis for constituent weighting. These are not included in the description of the mandate for the overall portfolio in Pool 2. 为什么选a? 这是哪个知识点?三个选项不像是一个知识点出来的。。
1 个答案

伯恩_品职助教 · 2021年08月19日

嗨,努力学习的PZer你好:


同学你好,老师看的真的好辛苦啊。。。判断选项ABC都看了半天。。。

 为什么选a? ——这个题是这样的,题目要求能满足其中一个目标:mature companies that have stable net incomes and high dividend yields 。

factor的方法刚好有因子是注重这方面的。B和C是没有专门关注这个目标的。

这是哪个知识点?——选项A是Passive Factor-based Strategies。选项B和C是Index Construction Methodologies

三个选项不像是一个知识点出来的。。——整体都是这个PASSIVE EQUITY INVESTING章节的内容



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