岳同學(xué)
2020-07-23 11:08The mandate of Pool 2 also consists of two primary goals: A goal that the overall stock portfolio should consist of mature companies that have stable net incomes and high dividend yields A goal of expressing strong views on many major corporate issues through proxy voting Q. Which of the following index methodologies is most appropriate to use as a benchmark for the overall stock portfolio described in Pool 2? A. Factor based B. Capitalization weighted C. Fundamentally weighted 請(qǐng)問(wèn)為什麼答案是Ａ而不是Ｃ？ mature companies that have stable net incomes and high dividend yields 不是 fundamental factors 嗎？
所屬：CFA Level III > Equity Portfolio Management 視頻位置 相關(guān)試題
來(lái)源： 視頻位置 相關(guān)試題
1個(gè)回答
Kevin助教
2020-07-23 14:56
該回答已被題主采納
同學(xué)你好！
fundamentally weighted indexes是根據(jù)一系列fundamental metrics, 如revenue, dividend rates, earnings, or book value來(lái)構(gòu)建的，目的是發(fā)現(xiàn)市場(chǎng)定價(jià)無(wú)效的地方。但題目中并沒(méi)有這個(gè)意思
factor based index就是根據(jù)因子構(gòu)建指數(shù)，題目中就是根據(jù)value factor構(gòu)建。
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