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Q32: 請問這個為什么選A？ 完全沒看懂解釋。為什么不選Capitalization weighted?

官網(wǎng)題43題怎么區(qū)分packeting和buffering

官網(wǎng)題38題，題目中哪里可以看出是passive factor based strategy？如果不是passive，是一般的factor based strategy(active)，是不是就應(yīng)該是diversify，就不是concentrate

官網(wǎng)題37題這三個觀點請老師分別講一下對錯

請問這句話怎么理解？The significant sector deviations despite this high diversification are often indicative of a multi-factor manager.

Q35: why the active risk attributed to active share will be smaller in a amore diversified portfolio?

Q34: to add a fund to the portfolio to minimize the active risk, why we add the fund with highest covariance?

老師您好，為什么momentum是最顯著的？

老師，對于factor diversified的Active share，講義和例題好像有出入，例題中是diversifiedmulti-factor，所以factor diversified是分散化Active share低，還是factor與benchmark不一致Active share高？

精 R18課后題第7題，trade 1是trade back to benchmark weight, AS=0; trade 2 完成之后AS=1%，不應(yīng)選C嗎？

R18，課后題第7題，F(xiàn)und3 overweight enery stock 1pp，underweight finance stock 1pp，他們和benchmark的權(quán)重都改變了，為什么答案說 active share unchanged呢？

R18第一題C選項，focus on rewarded factor weightings不就是能產(chǎn)生excess return嗎？即alpha收益

官網(wǎng)題4題deep value應(yīng)該是bottom up 啊

官網(wǎng)題equity第二題請講一下

請老師講解一下為什么這兩道題的題目要求我覺得類似，但是結(jié)果卻差別這么大。尤其是為什么選擇covariance高的fund可以減少active risk。