NO.PZ2018062002000097
问题如下:
The behavioral theory of loss aversion assumes that investors do not like risk, but different to the traditional financial models, the loss aversion in behavioral theory is assumed to be?
选项:
A.It is assumed to be leptokurtic.
B.It is assumed to be symmetrical.
C.It is assumed to be asymmetrical.
解释:
C is correct.
Behavioral theories of loss aversion allows the possibility that investors risk aversion is asymmetric, which makes loss aversion to explain market overreaction in which investors dislike losses more than similar benefits.
考点:Behavioral Finance
在loss aversion损失厌恶下,人们面对同样数量的收益和损失时,认为损失更加令他们难以忍受这体现了人们对风险偏好的非对称性。
如果用leptokurtic来描述, 体现了什么特性呢?或者说哪种金融场景下适用于leptokurtic来描述特性?