问题如下图:选择的逻辑是什么呢没有看懂
选项:
A.
B.
C.
解释:
NO.PZ2015121801000114 问题如下 Portfolio managers, who are maximizing risk-austereturns, will seek to invest less in securities with: A.lower values for nonsystematic variance. B.values of nonsystematic varianequto 0. C.higher values for nonsystematic variance. is correct.Sinmanagers are concernewith maximizing risk-austereturns, securities with greater nonsystematic risk shoulgiven less weight in the portfolio. 非系统性风险在组合中不会有额外补偿,就算mRAR这个目标,投资更多资产在low value还是high value都不会有更多的补偿,这俩都差不多吧
NO.PZ2015121801000114 问题如下 Portfolio managers, who are maximizing risk-austereturns, will seek to invest less in securities with: A.lower values for nonsystematic variance. B.values of nonsystematic varianequto 0. C.higher values for nonsystematic variance. is correct.Sinmanagers are concernewith maximizing risk-austereturns, securities with greater nonsystematic risk shoulgiven less weight in the portfolio. risk-austereturns是风险调整之后的收益率,是总风险还是系统性风险呢?T和J不能衡量 risk-austereturns吗?
NO.PZ2015121801000114 问题如下 Portfolio managers, who are maximizing risk-austereturns, will seek to invest less in securities with: A.lower values for nonsystematic variance. B.values of nonsystematic varianequto 0. C.higher values for nonsystematic variance. is correct.Sinmanagers are concernewith maximizing risk-austereturns, securities with greater nonsystematic risk shoulgiven less weight in the portfolio. 这道题提到了risk-austereturn,老师网课并没强调名称,翻课件可知,sharpe ratio边上写的是risk-austereturn, 而到了其他的ratio又写了R或systematic risk , 请问是一一对应的专指关系吗?还是说这几个ratio用这几个说法都行?如果是专指,能够下哪个对应的是哪个。另外就这套题来说,提到了非风险方差,是从方差来判断出使用哪个ratio,还是像上面那样专指出来的?非系统的方差指的就是非系统风险大小吧,非系统风险大,但非系统的风险又是可以分散的,这部分是没有risk premium的,return= Rf+risk premium, risk premium偏小,所以要少投资非系统方差大的?是这么理解吗?网课也没提到非系统方差部分的知识,只说了非系统风险。
NO.PZ2015121801000114 问题如下 Portfolio managers, who are maximizing risk-austereturns, will seek to invest less in securities with: A.lower values for nonsystematic variance. B.values of nonsystematic varianequto 0. C.higher values for nonsystematic variance. is correct.Sinmanagers are concernewith maximizing risk-austereturns, securities with greater nonsystematic risk shoulgiven less weight in the portfolio. 如果是要求收益最大化,不应该增加非系统风险高的产品(对应收益越高)吗
NO.PZ2015121801000114问题如下Portfolio managers, who are maximizing risk-austereturns, will seek to invest less in securities with:A.lower values for nonsystematic variance.B.values of nonsystematic varianequto 0.C.higher values for nonsystematic variance.is correct.Sinmanagers are concernewith maximizing risk-austereturns, securities with greater nonsystematic risk shoulgiven less weight in the portfolio.如果按照M2,市场总体方差一致的情况下,标的资产方差越小,预期回报率越高,所以要减少回报率大的的资产配置,对么?