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Weike · 2024年03月13日

asset price是负数么,return 是正有负吧

NO.PZ2018062001000011

问题如下:

Tim, an analyst of an investment company, says " Normal distribution is widely used in quantitative analysis. For example, it can illustrate the distribution of assets returns and asset prices." Is Tim correct?

选项:

A.

Incorrect about illustrate the distribution of asset prices.

B.

Incorrect about illustrate the distribution of assets returns.

C.

Correct.

解释:

A is correct.

Normal distribution can be used to illustrate the asset return distribution. However, asset prices are always greater than zero. Lognormal distribution will be more suitable for asset prices distribution.

asset price是负数么,return 是正有负吧

1 个答案

品职助教_七七 · 2024年03月13日

嗨,从没放弃的小努力你好:


asset price是正数,所以用只能取正值的lognormal distribution;

return 有正有负,所以用正负均可的Normal distribution;

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虽然现在很辛苦,但努力过的感觉真的很好,加油!