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toffee · 2023年05月10日

这样答会不会太精炼了?

NO.PZ2020012102000007

问题如下:

Describe the main issues that arise when conducting historical analysis of real estate returns.

选项:

解释:

Properties trade infrequently so there is no data on simultaneous periodic transaction prices for a selection of properties. Analysis therefore relies on appraisals. Secondly, each property is different, it is said to be heterogenous. The returns calculated from appraisals represent weighted averages of unobservable returns. Published return series is too smooth and the sample volatility understates the true volatility of returns. It also distorts estimates of correlations.

解析:房地产交易不频繁,因此没有选择房地产的同时定期交易价格的数据。因此,分析依赖于评价。其次,每个属性都是不同的,它被称为异质的。从估价中计算出的收益是不可观察到的收益的加权平均数。公布的收益序列过于平滑,样本波动率低估了收益的真实波动率。它还扭曲了对相关性的估计。

the analysis of real estate return is based on appraisal data rather than transaction data.

the use of appraisal data underestimate volatility and correlation with other assets

1 个答案

源_品职助教 · 2023年05月11日

嗨,爱思考的PZer你好:


是的,同学你写的有些过于简单了。首先,需要说明房产交易本身是缺少数据的。并且答案你提到的heterogenous这个单词也很关键。

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虽然现在很辛苦,但努力过的感觉真的很好,加油!

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