求助：请问什么是specialized mutual funds？

是 否 +2 论坛币

k人 参与回答

经管之家送您一份

应届毕业生专属福利!

求职就业群

赵安豆老师微信：zhaoandou666

经管之家联合CDA

送您一个全额奖学金名额~ !

立即领取

感谢您参与论坛问题回答

经管之家送您两个论坛币！

+2 论坛币

大家好~请问什么是specialized mutual funds？例如energy funds，small-company funds，是指行业基金吗？怎么用APT 理论来预测这些基金的表现呢？

原题是：In recent years there has been a growth in the number of specialized mutual funds,such as energy funds,small-company funds,and so on.How might the APT be useful to you in predicting the performance of these funds?

扫码加我 拉你入群

请注明：姓名-公司-职位

以便审核进群资格，未注明则拒绝

分享0 收藏0 回帖

关键词：specialized specialize Special Mutual funds 求助 funds Mutual specialized

帖子要沉了，有没有人回答我啊~~

A mutual fund investing primarily in the securities of a particular industry, sector, type of security or geographic region. Because of the lack of diversification, specialized funds have higher risk but potentially higher reward than most other types of mutual funds.

In perspective of APT, specialized mutual funds may have higher coefficients for certain risk exposures and pretty small ones for others, so generally speaking, I can't see any predictive power of APT for the performance of these  funds.

Would you please provide more context information?

wesker1999  金钱 +50  奖励 2008-12-28 18:23:51

非常感谢你的回答啊，原题的信息只有这么多，不过看了你的回答确实给了我一些启发，非常感谢~

For a second thought, I think since specialized mutual funds don't diversify their portfolio, they should have big alpha terms, in that case, APT would definitely be less predictive.

再次感谢你的回答~