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NO.PZ2015121801000063 问题如下 the number of assets in equally-weighteportfolio increases, the contribution of eainviasset’s varianto the volatility of the portfolio: A.increases. B.creases. C.remains the same. is correct.The contribution of eainviasset’s varian(or stanrviation) to the portfolio’s volatility creases the number of assets in the equally weighteportfolio increases. The contribution of the co-movement measures between the assets increases (i.e., covarianancorrelation) the number of assets in the equally weighteportfolio increases. The following equation for the varianof equally weighteportfolio illustrates these points:σρ2=σ¯2N+N-1NCOV¯=σ¯2N+N-1Nρσ¯2 老师请问如上所示的这个公式是怎么来的来着完全没印象了
讲义里没见过这个gong's公式
volatility指代什么啊???????为啥小???
可否这样理解一个等分组合中资产数量增加,多样化投资分散性增强,风险被分散了,所以组合里每个资产变动对组合的影响降低。
公式知道,题干想表达的意思不懂,N增加,不应该varian数值变大吗?