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2022-11-15 22:49第一題:factor-based這種方法都是屬于systematic?
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個回答
開開助教
2022-11-18 15:51
該回答已被題主采納
同學(xué)你好,factor based investing確實量化投資中用的多,但基本面投資也不是說不能用,但比較少見。
例如原版書中說:Equity style rotation strategies, a subcategory of factor investing......While style rotation as a strategy can be used in both fundamental and quantitative investment processes, it is generally more in the domain of quantitative investing.
【點贊】喲~。加油,祝你順利通過考試~
