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扑扑扑 · 2020年08月23日

问一道题:NO.PZ2015122802000085

问题如下:

If a market is semi-strong-form efficient, the risk-adjusted returns of a passively managed portfolio relative to an actively managed portfolio are most likely:

选项:

A.

lower.

B.

higher.

C.

the same.

解释:

B  is correct.

In a semi-strong-form efficient market, passive portfolio strategies should outperform active portfolio strategies on a risk-adjusted basis.

 risk-adjusted returns是啥?

1 个答案
已采纳答案

maggie_品职助教 · 2020年08月24日

嗨,努力学习的PZer你好:


从字面就可以看出来这是风险调整后的收益。他有别于我们平时说的绝对收益,打个比方投资股票的绝对收益率咋一看很高,但它的风险也大,所以我们需要对它的收益进行风险调整。这个点协会在一级并没有过多展开,你就把它看成“ return”就好,不需要想的太复杂。


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就算太阳没有迎着我们而来,我们正在朝着它而去,加油!


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