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苏·Xu · 2022年11月01日

问

  1. CFA I
  2. Portfolio

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.

题目问的是“偏离有效市场假说但不是异常”吧？

还是有两个解答里面说的“不是偏离有效市场假说不是异常”？

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1 个答案

pzqa27 · 2022年11月01日

嗨，爱思考的PZer你好：


题目问的是“偏离有效市场假说但不是异常”吧？

问题最后还有个“except”,表示是除了的意思，就是让我们选个不是的，所以解答里是对的


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