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lman · 2021年05月02日

market neutral 和 dollar neutral 区别是什么?

* 问题详情,请 查看题干

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问题如下:

By taking credit for successes but assigning blame for failures, Jordan is most likely demonstrating:

选项:

A.

loss-aversion bias.

B.

self-attribution bias.

C.

illusion of knowledge bias.

解释:

B is correct.

Self-attribution is a bias in which people take credit for successes and assign responsibilities for failure. Jordan attributes successful decisions to herself while poor decisions are attributed to the team. Her self-esteem affects how she looks at success and failure. Self-attribution and illusion of knowledge biases contribute to overconfidence bias, which Jordan clearly demonstrates later when she tells the team that she knows what she is doing.

如题。

什么是dollar neutral,其定义是?


1 个答案

王琛_品职助教 · 2021年05月05日

嗨,从没放弃的小努力你好:


equity market neutral strategy,含义参考正文,是股票市场中性策略(努力消除市场风险的多头空头策略;即 β 值应该为零)

dollar neutral,行为金融科目中不涉及,在权益科目涉及,是指 long 和 short 的金额相同

请参考原版书 L3V4 的 P425: "the dollars invested in long securities are identical to the dollars associated with shortselling—that is, a portfolio with zero net investment, often called 'dollar neutral'. "

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