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eaglexps · 2022年07月09日

老师能不能解释一下这个问题具体是问的什么意思呀,有点不太理解他在问什么,谢谢。

NO.PZ2018101901000020

问题如下:

All of the following are reasons that an apparent deviation from the efficient market hypothesis might not be anomalous except:

选项:

A.

The abnormal returns represent compensation for exposure to risk.

B.

Changing the asset pricing model makes the deviation to disappear.

C.

The deviation is well known or documented.

解释:

C is correct.

Bubbles and crashes are well-known and well-documented phenomena yet represent market anomalies.

选项的B,C也不是很懂

1 个答案

Kiko_品职助教 · 2022年07月11日

嗨,努力学习的PZer你好:


这道题题干问的是,以下哪个不是偏离有效市场假说但不是异常现象的解释。

A异常收益代表了对风险敞口的补偿。所谓的偏离可能来自于你用的资产定价模型不同。因此他不是异常现象。

B改变资产定价模型可以使这种偏离消失。跟A是一个意思,说明不是异常现象。

C选项偏离是众所周知并被记录的。这个不一定的,例如解释里面说的,bubbles和crashes是一种异常现象,他更多时候是用行为金融去解释。所以选择C。

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