开发者:上海品职教育科技有限公司 隐私政策详情

应用版本:4.2.11(IOS)|3.2.5(安卓)APP下载

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。

  • 1

    回答
  • 0

    关注
  • 422

    浏览
相关问题

NO.PZ2018062016000071 问题如下 When the correlation between two stocks creases from 0 to -1, the versification benefit will: A.increase. B.crease. C.remain the same. A is correct. the correlation between two stocks creases, versification effemenhananversification benefit will increase. analyst gathers the following information:Whisecurity hthe highest totrisk?

2024-10-20 11:10 1 · 回答

NO.PZ2018062016000071 问题如下 When the correlation between two stocks creases from 0 to -1, the versification benefit will: A.increase. B.crease. C.remain the same. A is correct. the correlation between two stocks creases, versification effemenhananversification benefit will increase. 这个问题考的概念是不是就是correlation coefficient的绝对值越大,线性关系越强?

2024-04-01 14:18 1 · 回答

NO.PZ2018062016000071 问题如下 When the correlation between two stocks creases from 0 to -1, the versification benefit will: A.increase. B.crease. C.remain the same. A is correct. the correlation between two stocks creases, versification effemenhananversification benefit will increase. 如果说correlation,p 从0 变成了-1 ,虽然说他们之间的相关性变的很强了,但是是inverse的,所以是对投资分散有好处,是这样理解吗?

2023-03-13 18:16 1 · 回答

NO.PZ2018062016000071 问题如下 When the correlation between two stocks creases from 0 to -1, the versification benefit will: A.increase. B.crease. C.remain the same. A is correct. the correlation between two stocks creases, versification effemenhananversification benefit will increase. 这个题目这里,variance下降,说明组合versification分散,风险低。但是离散程度跟这个题目有关吗这两个概念有点模糊感谢回答

2023-03-09 02:51 2 · 回答