NO.PZ201511190100000404
问题如下:
Which investment portfolio is least likely to deviate from the mean–variance portfolio?
选项:
A. Patel.
B. Perez.
C. Johnson.
解释:
B is correct.
Perez has primarily cognitive error biases. Accordingly, it is likely that, with education, the impact of these biases can be reduced or even eliminated. Because cognitive biases dominate, Wang should seek to moderate the effect of these biases and adopt a program to reduce or eliminate the bias rather than accept the bias. The result will be a portfolio that is similar to the mean–variance portfolio.
答案是从FF,cognitive多,可以改进,所以更可能接近mvo。但是我觉得,A直接说了他想主投东家的股票,这怎么可能是MVO?B说想投国内的,肯定也不是。只有C最胆小,没有啥偏好,最可能mvo。