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2022-07-06 21:55官網(wǎng)題，“The best way to determine the style of the funds is to perform a returns-based analysis by reg
The best way to determine the style of the funds is to perform a returns-based analysis by regressing the past returns on the funds against the past returns on a number of style indexes to determine which styles are most prevalent within each fund， 如何理解
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(kāi)開(kāi)助教
2022-07-07 16:25
該回答已被題主采納
同學(xué)你好，這段話中關(guān)于RBSA的描述是對(duì)的，即文中說(shuō)returns-based analysis by regressing the past returns on the funds against the past returns on a number of style indexes to determine which styles are most prevalent within each fund。因?yàn)镽BSA就是把基金的收益率和風(fēng)格指數(shù)的收益率進(jìn)行回歸，哪個(gè)風(fēng)格前面的系數(shù)大就偏向于哪個(gè)風(fēng)格。
但說(shuō)RBSA是best way to determine style是不對(duì)的，因?yàn)镽BSA是最不精確的一種風(fēng)格風(fēng)險(xiǎn)方法。
但因?yàn)锳選項(xiàng)說(shuō)的是關(guān)于RBSA的描述，那么是對(duì)的。
【點(diǎn)贊】喲~。加油，祝你順利通過(guò)考試~
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