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开泰-王飞 · 2022年12月22日

a为何不对

  1. CFA III
  2. Behavioral Finance

* 问题详情，请 查看题干

NO.PZ201511190100000302

问题如下：

Which of Tang’s observations is least likely to be the consequence of Jordan demonstrating loss-aversion bias?

选项：

A.

Observation 1.

B.

Observation 2.

C.

Observation 3.

解释：

C is correct.

Loss aversion by itself may cause a sector concentration; however, a market neutral strategy tends to focus on individual stocks without regard to the sector. The sector exposure would be mitigated with the balancing of the individual long and short positions.

高风险，持有时间很长，underwater不都是loss aversion的表现吗？

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3 个答案

王琛_品职助教 · 2023年01月10日

嗨，从没放弃的小努力你好：


这个偏差也可以是造成集中持股的原因，好像c也不对

关于选项 C 的详细分析及备考建议，我之前刚好总结过，请同学先参考一下：https://class.pzacademy.com/qa/88186

如果同学还有疑问，可以追问或者评论，我再回答同学的后续疑问哈

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开泰-王飞 · 2023年01月10日

这个偏差也可以是造成集中持股的原因，好像c也不对

王琛_品职助教 · 2022年12月23日

嗨，努力学习的PZer你好：


是的，同学的分析是正确的

但是题干问的是：Tang 的哪个观察，最「不」可能 least likely 是 Jordan 呈现出 loss-aversion bias 的结果？

选项 A，即观察一，正如同学的分析，可以体现出 Jordan 有 loss-aversion bias，所以不选哈

做题一定要注意是 most likely 还是 least likely

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