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moon · 2020年04月12日

问一道题:NO.PZ2019093001000017

问题如下:

A return distribution of skilled managers that is highly distinct from the return distribution of unskilled managers, most likely implies a:

选项:

A.

highly efficient market.

B.

low opportunity cost of not hiring a skilled manager.

C.

high opportunity cost of not hiring a skilled manager.

解释:

C is correct.

When the two distributions are highly distinct, the unskilled managers are expected to significantly underperform the skilled managers, implying a high opportunity cost of not hiring the skilled managers. Efficient markets are likely to exhibit smaller differences of returns between skilled and unskilled managers.

没有雇佣到一个有能力的基金经理的机会成本不是很低吗? 因为影响不大,有很多人有能力,就意味着错过一个也不太影响,为啥B不对?

1 个答案

星星_品职助教 · 2020年04月12日

同学你好,

如果skilled和unskilled的manager的return distribution差距很大,说明市场是没有效的,这种情况下,一类错误和二类错误的成本都很高。

解题需要用上课讲过的思路。

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