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

cika · 2023年01月29日

equities的估值模型比 fixed income 更准确么?

* 问题详情,请 查看题干

NO.PZ202209060200004004

问题如下:

Is Puhuyesva most likely correct in her comments to Honanie regarding South American debt indexes?

选项:

A.No. She is incorrect regarding valuation. B.Yes C.No. She is incorrect regarding tracking risk.

解释:

Solution

A is correct. Puhuyesva is incorrect regarding valuation. Equity securities typically trade much more frequently than debt securities, so current market valuations are available. Many fixed-income securities are very illiquid, trading very infrequently. Therefore, pricing and valuation are difficult, and such estimations as matrix pricing, which are subject to error, must be used.

B is incorrect because Puhuyesva is incorrect regarding valuation.

C is incorrect because tracking error (tracking risk) is a good way to measure how well a portfolio is mimicking its benchmark index.

老师,请问以下说法是否正确:equities valuation models are much more reliable than those for fixed-income ; therefore, it is much easier to determine the value of a equity portfolio than an fixed-income portfolio

1 个答案
已采纳答案

pzqa015 · 2023年01月29日

嗨,爱思考的PZer你好:


不是equity的估值模型比fixed income更reliable,是equity的流动性更好,更能够获得公允价值,而fixed income的流动性差,交易少,公允价值不好找。

----------------------------------------------
虽然现在很辛苦,但努力过的感觉真的很好,加油!