NO.PZ201511190100000404
问题如下:
Which investment portfolio is least likely to deviate from the mean–variance portfolio?
选项:
A.Patel.
B.Perez.
C.Johnson.
解释:
B is correct.
Perez has primarily cognitive error biases. Accordingly, it is likely that, with education, the impact of these biases can be reduced or even eliminated. Because cognitive biases dominate, Wang should seek to moderate the effect of these biases and adopt a program to reduce or eliminate the bias rather than accept the bias. The result will be a portfolio that is similar to the mean–variance portfolio.
- 不太理解为什么cognitive更不会偏离mean-variance portfolio?
2.还有一个问题,这里的Perez和Patel哪个是PP,哪个是FF啊?感觉很难区分,然后我做的时候是认为Perez是PP,Patel是FF,所以第2,4题都选错了。。