貝同學(xué)
2022-05-04 18:11老師您好，為什么momentum是最顯著的？
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
開開助教
2022-05-05 19:21
該回答已被題主采納
同學(xué)你好，這題的答案應(yīng)該修改如下（網(wǎng)校文檔也已經(jīng)更新）：
Manager A:
1. 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.
2. Manager A had a significantly negative alpha of –0.30% per month.
Manager B:
1. Market and Momentum factors were the dominant positive sources of performance, followed by the Value factor. No exposure was taken in the Size factor.
2. The minor negative alpha of -0.008% per month was not a major negative source of performance
for Manager B.
【點(diǎn)贊】喲~。加油，祝你順利通過(guò)考試~
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