北同學
2025-01-17 19:44判斷Prime U 使用量化模型是根據(jù)這句話嗎?A risk model is used to measure risk.
所屬:CFA Level III > Portfolio Management Pathway 視頻位置 相關試題
來源: 視頻位置 相關試題
1個回答
Simon助教
2025-01-31 13:20
該回答已被題主采納
同學,上午好。
不說這句話,是一整段話都在描述量化模型,Prime U是使用基本面因子(P/B, 12-month increase in stock price, and return on assets)來進行量化選股(rank securities from most attractive to least attractive),目的是objective is to maximize exposure,同時持股數(shù)量很多fund holds approximately 300 securities selected from the 3,000 securities evaluated
