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acclimatise · 2024年07月03日

plot inside的意思是落在EF里面了没在EF线吗?另effective frontier和efficiency是一回事吗

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问题如下:

If a portfolio plots inside the effective frontier, which of the following is correct?

选项:

A.

The portfolio is an efficient portfolio.

B.

The portfolio is an inefficient portfolio.

C.

The portfolio is a global minimum-variance portfolio.

解释:

B is correct.

Portfolios that plots inside the minimum-variance frontier are inefficient portfolios because there will be another portfolio with a higher expected return for the same level of risk, or a lower level of risk for the same expected return.

plot inside的意思是落在EF里面了没在EF线吗?另外effective frontier和efficiency frontier是一回事吗

1 个答案

Kiko_品职助教 · 2024年07月04日

嗨,爱思考的PZer你好:


plot inside的意思是落在EF里面了没在EF线吗?----是

是一个意思。有效前沿我们最常说的还是efficient frontier,这道题说成了effective frontier

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