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刘同学2020-01-19 15:15:02

12.单选题 收藏 标记 纠错 An equity fund manager is considering a market index as benchmark for his portfolio and he has the following preferences: The index should have a contrarian “effect”; Shares held by controlling shareholders should not be excluded; Dividends should be included in the weighting of constituent securities; Which of the following weightings of indices best meets the fund manager’s preferences? A Equal weighting. B Fundamental weighting. C Float-adjusted market-capitalization weighting. 这个不会

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Vicky2020-01-19 17:51:28

同学你好,
第一条就可以判断出属于基本面加权,value-tilted effect和contrarian effect是基本面加权的两个特征。
第二个条件是说不流通的股票也不能被排除,因此C是不能选的
股利是可以作为权重的,这也是基本面加权的特征之一
因此选B

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