@_@ · 2021年03月06日
NO.PZ2015121801000113
问题如下：
Portfolio managers who are maximizing risk-adjusted returns will seek to invest more in securities with:
选项：
A.lower values of Jensen’s alpha.
B.values of Jensen’s alpha equal to 0.
C.higher values of Jensen’s alpha.
解释：
C is correct.
Since managers are concerned with maximizing risk-adjusted returns, securities with a higher value of Jensen’s alpha, αi , should have a higher weight.
指标=0时，才会去投更多风险高收益高的产品吗
NO.PZ2015121801000113 问题如下 Portfolio managers who are maximizing risk-austereturns will seek to invest more in securities with: A.lower values of Jensen’s alph B.values of Jensen’s alpha equto 0. C.higher values of Jensen’s alph is correct.Sinmanagers are concernewith maximizing risk-austereturns, securities with a higher value of Jensen’s alphαi , shoulhave a higher weight. 知识点没有想起来在哪章
老师，此题目不太明白为何选 c呀？谢谢
老师请问这个risk-austereturn具体是指什么？风险调整的收益？？不知如何理解？
