田同學(xué)
2022-05-01 17:40密卷第一部分Q7-B,為何Manager I的Momentum factor是dominant source of performance,而Market factor的Beta X factor return是最大的?謝謝
所屬:CFA Level III > Equity Portfolio Management 視頻位置 相關(guān)試題
來源: 視頻位置 相關(guān)試題
1個(gè)回答
開開助教
2022-05-03 14:02
該回答已被題主采納
同學(xué)你好,感謝指正。這里的答案應(yīng)該改成All four factors contributed positively, showing positive returns. The Market factor was the dominant source of performance. Followed by Value, Momentum and Size factors that contributed positively to performance.
網(wǎng)校文檔我們也會(huì)盡快更新,謝謝。
