哪里有提到？extreme tail risk

* 问题详情，请查看题干

NO.PZ202207040100000505

问题如下：

Which of the following is best described as a major drawback of using Thompson’s approach? It is subject to:

选项：

A.a value trap. B.a growth trap. C.extreme tail risk.

解释：

Solution

C is correct. The use of the rewarded factor price momentum is subject to extreme tail risk.

A is incorrect. The value trap refers to the appearance of a cheap value and is not associated with price momentum.

B is incorrect. The growth trap refers to stocks that appear to have continuing growth in earnings, not price.

哪里有提到The use of the rewarded factor price momentum is subject to extreme tail risk.

添加评论

1 个答案

已采纳答案

笛子_品职助教 · 2024年03月24日

嗨，从没放弃的小努力你好：

Hello，亲爱的同学~

这里需要了解一个知识点。

在使用动量因子的时候，投资者会投资于过去强势的股票，并认为过去强势的股票，未来会继续走强。

而统计学里的极端尾部风险，指的就是一只股票一直涨，或一直跌。

结合本题，本题的投资者使用了动量因子，就是希望个股能一直涨，一直涨，呈现出极端的尾部风险。

同学只要看到：price momentum，就要联系到extreme tail risk。

----------------------------------------------
加油吧，让我们一起遇见更好的自己！

添加评论

1
回答
0
关注
273
浏览

我要回答关注问题

相关问题

NO.PZ202207040100000505问题如下Whiof the following is best scribea major awbaof using Thompson’s approach? It is subjeto:A.a value trap.B.a growth trap.C.extreme tail risk.SolutionC is correct. The use of the rewarfactor primomentum is subjeto extreme tail risk. A is incorrect. The value trrefers to the appearanof a chevalue anis not associatewith primomentum.B is incorrect. The growth trrefers to stocks thappeto have continuing growth in earnings, not price. 看解答好像是说非正态分布用动量因子才赚钱，但是题干问的是awback，那么选tail risk感觉有点前后矛盾

2024-06-25 10:37 2 · 回答

NO.PZ202207040100000505 问题如下 Whiof the following is best scribea major awbaof using Thompson’s approach? It is subjeto: A.a value trap. B.a growth trap. C.extreme tail risk. SolutionC is correct. The use of the rewarfactor primomentum is subjeto extreme tail risk. A is incorrect. The value trrefers to the appearanof a chevalue anis not associatewith primomentum.B is incorrect. The growth trrefers to stocks thappeto have continuing growth in earnings, not price. 如题

2023-06-11 20:25 2 · 回答

NO.PZ202207040100000505 问题如下 Whiof the following is best scribea major awbaof using Thompson’s approach? It is subjeto: A.a value trap. B.a growth trap. C.extreme tail risk. SolutionC is correct. The use of the rewarfactor primomentum is subjeto extreme tail risk. A is incorrect. The value trrefers to the appearanof a chevalue anis not associatewith primomentum.B is incorrect. The growth trrefers to stocks thappeto have continuing growth in earnings, not price. 老师，可以说明一下hanook题目的重要性不？感觉比原版书课后题要难，这个和真题的契合度是否高？

2023-02-09 15:07 1 · 回答

哪里有提到？extreme tail risk

1 个答案

1

0

273

相关问题