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dognmnm · 2022年05月04日

activist strategies

  1. CFA III
  2. Equity

NO.PZ2019012201000024

问题如下：

Which of following is a feature regarding to the factor-tilting approach?

选项：

A.

The approach specializes in taking stakes in listed companies and advocating changes for the purpose of producing a gain on the investment.

B.

The approach tracks a benchmark index closely but also provides exposures to the chosen factor.

C.

A long/short portfolio is typically formed by going long the best quantile and shorting the worst quantile.

解释：

B is correct.

考点：Top-Down and Other Strategies

解析: 因子倾斜策略在密切跟踪基准指数的同时对看好的因子主动承担一定风险。

请问a选项是activist strategies吗? 跟Shareholder Engagement有啥区别

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2 个答案

伯恩_品职助教 · 2022年05月05日

嗨，爱思考的PZer你好：


讲义29页

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就算太阳没有迎着我们而来，我们正在朝着它而去，加油！

伯恩_品职助教 · 2022年05月05日

嗨，努力学习的PZer你好：


是的，这两其实没有本质的区别，尤其是考试上，就当作同意替换

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就算太阳没有迎着我们而来，我们正在朝着它而去，加油！

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