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RyanR · 2024年02月05日

这个题怎么感觉答案和问题没关系啊……

  1. CFA I
  2. Portfolio

NO.PZ2018101901000020

问题如下：

All of the following are reasons that an apparent deviation from the efficient market hypothesis might not be anomalous except:

选项：

A.

The abnormal returns represent compensation for exposure to risk.

B.

Changing the asset pricing model makes the deviation to disappear.

C.

The deviation is well known or documented.

解释：

C is correct.

Bubbles and crashes are well-known and well-documented phenomena yet represent market anomalies.


看了提问里其他人的，好像和我的选项不一样。不知道这个是bug还是出错了，请技术人员检查一下？

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1 个答案

Kiko_品职助教 · 2024年02月07日

嗨，努力学习的PZer你好：


你提问的这道题是没有问题的。题干问的是，以下哪个不是偏离有效市场假说但不是异常现象的解释。

A异常收益代表了对风险敞口的补偿。所谓的偏离可能来自于你用的资产定价模型不同。因此他不是异常现象。

B改变资产定价模型可以使这种偏离消失。跟A是一个意思，说明不是异常现象。

C选项偏离是众所周知并被记录的。这个不一定的，例如解释里面说的，bubbles和crashes是一种异常现象，他更多时候是用行为金融去解释。所以选择C。

你截图的这道题，我在题库对应题号看了一下题干不是这道题，这个我再去问一下技术这边哈~

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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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