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mingm1n9 · 2023年06月11日

请问2,5反应了什么问题

NO.PZ2022122601000040

问题如下:

Emergistan is a developing country founded 50 years ago that has exhibited significant economic growth. In its first 38 years, Emergistan had low inflation. At that time, the country established a central bank with a primary mandate to encourage economic growth. The resulting monetary policy has led to 12 years of high and volatile inflation. Its equity market is well-established and liquid. By contrast, secondary market transactions for bonds are small and infrequent.

Joe Cooke is an economist for a pension advisory firm. He is analyzing Emergistan to identify investment opportunities. Cooke performs several analyses of Emergistan’s economy. Exhibit 1 contains a description of five of his analyses and selected comments from his report.

A. Determine which of Cooke’s analyses in Exhibit 1 is most likely to be affected by each of the following sources of error:

i. survivorship bias

ii. regime changes

iii. appraisal data

Justify each response with one reason.(Note: Consider each source of error independently.)


选项:

解释:

中文解析:

库克回归分析的数据系列只包括那些达到发达水平的经济体。他排除了所有未能达到目前发达国家地位的国家。由于他只把幸存下来成为发达国家的经济体包括在内,他对埃及实际GDP增长的预测可能过于乐观。

库克的通货膨胀模型是根据埃及整整50年的历史建立的。然而,12年前央行的创建似乎导致了高企且不稳定的通胀。因此,12年前的数据可能与当前的经济分析无关。

通过使用插值数据点来计算没有可用的债券价格,库克可能创造了一个比实际存在的更平滑(或评估)的价格序列。因此,他很可能低估了债券市场的波动性。他也很可能高估了风险调整后的回报。

如题

1 个答案

笛子_品职助教 · 2023年06月12日

嗨,从没放弃的小努力你好:


这里的2和5,分析过程是正确的,并没有反应出什么缺陷,因此不选。

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

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NO.PZ2022122601000040 问题如下 Emergistis a veloping country foun50 years ago thhasexhibitesignificant economic growth. In its first 38 years, Emergisthaow inflation. thtime, the country establishea centrbank with aprimary mante to encourage economic growth. The resulting monetary polihasleto 12 years of high anvolatile inflation. Its equity market iswell-establisheanliqui contrast, seconry market transactions forbon are small aninfrequent. Joe Cooke is aneconomist for a pension aisory firm. He is analyzing Emergistto intifyinvestment opportunities. Cooke performs severanalyses of Emergistan’seconomy. Exhibit 1 contains a scription of five of his analyses anselecteomments from his report.terminewhiof Cooke’s analyses in Exhibit 1 is most likely to affecteeachof the following sources of error: i. survivorship biii. regime changes iii. appraistaJustify earesponse with one reason.(Note:Consir easourof error inpenntly.) 中文解析库克回归分析的数据系列只包括那些达到发达水平的经济体。他排除了所有未能达到目前发达国家地位的国家。由于他只把幸存下来成为发达国家的经济体包括在内,他对埃及实际G增长的预测可能过于乐观。库克的通货膨胀模型是根据埃及整整50年的历史建立的。然而,12年前央行的创建似乎导致了高企且不稳定的通胀。因此,12年前的数据可能与当前的经济分析无关。通过使用插值数据点来计算没有可用的债券价格,库克可能创造了一个比实际存在的更平滑(或评估)的价格序列。因此,他很可能低估了债券市场的波动性。他也很可能高估了风险调整后的回报。 appraista造成的影响是不是通用的就是unrestimate volatility ancorrelation?本题答案中的overestimate risk austereturn只是基于题目条件得到的结论,并不是一般通用性的结论?

2024-07-29 16:32 1 · 回答