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乐笙 · 2022年10月08日

视频里面何老师没有提到这个divers吧

NO.PZ2018062016000071

问题如下:

When the correlation between two stocks decreases from 0 to -1, the diversification benefit will:

选项:

A.

increase.

B.

decrease.

C.

remain the same.

解释:

A is correct. As the correlation between two stocks decreases, diversification effect may enhance and diversification benefit will increase.

我没有看到这个概念的出现,请问分散化和离散化在这里是不是两个概念?


这个divers在这里具体的含义是什么?


另外,如果按照答案理解,或者您关于前面几个提问的回答,这道题是不是可以理解为"对冲效果"最好?

1 个答案
已采纳答案

星星_品职助教 · 2022年10月08日

同学你好,

一般而言,描述投资组合风险降低的用词是分散化(diversification)。描述偏离均值的程度的用词是离散程度(dispersion,例如学过的MAD,range,standard deviation等都属于measure of dispersion)。

对冲的用词是hedge,这种情况一般都是把风险完全或绝大部分抵消掉了,比通常说的分散化的程度要深一些。

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