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wyrw · 2024年08月16日

A选项为何错误

* 问题详情,请 查看题干

NO.PZ202302160100006902

问题如下:

Which of the following is a likely consequence of Kai’s approach to managing his finances?

选项:

A.Concentrated portfolio positions B.Forgone opportunities to reduce risk by combining assets with low correlations C.Excessive trading

解释:

The most common consequence of mental accounting is neglecting opportunities to reduce risk by combining assets with low correlations, because each account’s asset allocation is examined discretely. Offsetting positions across accounts, or an overall inefficient allocation with respect to risk, can lead to suboptimal aggregate performance.

mental account会导致组合未实现充分分散化,出现组合集中在某些

1 个答案

Kiko_品职助教 · 2024年08月17日

嗨,努力学习的PZer你好:


心理账户是把资产分成了不同的账户进行投资的,所以并不是concentrate集中组合头寸。mental account确实会导致不能充分分散化,那是因为分开的这些账户都是独立的,而忽视了通过各个账户之间组合低相关性资产来降低风险的机会。所以B答案是正确的。

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