Joe2021-08-25 07:22:32
请问reading25课后第15题为什么不选B?没有进行factor timing的意思可以理解为不靠alpha skills来获取收益吗?这样的话,为什么还是discretionary?谢谢
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Nicholas2021-08-25 17:24:23
同学,下午好。
这里题目有勘误,勘误如下,
Updated: The solution to practice problem 15 (page 541 of print) should read as follows: “B is correct. Chen prefers an approach that emphasizes security-specific factors, does not engage in factor timing, and builds a diversified portfolio. These characteristics all reflect a systematic bottom-up portfolio management approach.”
应该选择B。
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