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Howard2007aua · 2019年02月22日

问一道题:NO.PZ201809170400000508 第8小题

* 问题详情,请 查看题干

问题如下图:

    

选项:

A.

B.

C.

解释:


这题可以用volatility来解释吗~

1 个答案
老师答案

这个不是的,看描述肯定不是波动率的描述。volatility是描述偏离均值的平均程度,跟题干描述的不同。首先排除的就应该是波动率,d'rawdown倒是有可能混淆一下

李斯克 · 2019年02月24日

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NO.PZ201809170400000508 问题如下 Whirisk measure es Fun3’s new risk control explicitly constrain? Volatility Skewness awwn B is correct. Skewness measures the gree to whireturn expectations are non-normally stribute If a stribution is positively skewe the meof the stribution is greater thits mean—more thhalf of the viations from the meare negative anless thhalf are positive—anthe average magnitu of positive viations is larger ththe average magnitu of negative viations. Negative skew incates thththe meof the stribution lies below its mean, anthe average magnitu of negative viations is larger ththe average magnitu of positive viations. Fun3’s new risk control constrains its mol’s prectereturn stribution so thno more th60% of the viations from the meare negative. This is explicit constraint on skewness. If a stribution is positively skewe the meof the stribution is greater thits mean—more thhalf of the viations from the meare negative anless thhalf are positive—anthe average magnitu of positive viations is larger ththe average magnitu of negative viations. Negative skew incates thththe meof the stribution lies below its mean, anthe average magnitu of negative viations is larger ththe average magnitu of positive viations. Fun3’s new risk control constrains its mol’s prectereturn stribution so thno more th60% of the viations from the meare negative. 老师好,一级知识全忘了,上面划线部分没读懂,我知道右偏的memean和mo,但其他理解不了,麻烦下,谢谢

2024-01-23 10:10 1 · 回答

NO.PZ201809170400000508 问题如下 Whirisk measure es Fun3’s new risk control explicitly constrain? Volatility Skewness awwn B is correct. Skewness measures the gree to whireturn expectations are non-normally stribute If a stribution is positively skewe the meof the stribution is greater thits mean—more thhalf of the viations from the meare negative anless thhalf are positive—anthe average magnitu of positive viations is larger ththe average magnitu of negative viations. Negative skew incates thththe meof the stribution lies below its mean, anthe average magnitu of negative viations is larger ththe average magnitu of positive viations. Fun3’s new risk control constrains its mol’s prectereturn stribution so thno more th60% of the viations from the meare negative. This is explicit constraint on skewness. 没读懂这句话是什么意思

2024-01-04 20:53 1 · 回答

NO.PZ201809170400000508 问题如下 Whirisk measure es Fun3’s new risk control explicitly constrain? Volatility Skewness awwn B is correct. Skewness measures the gree to whireturn expectations are non-normally stribute If a stribution is positively skewe the meof the stribution is greater thits mean—more thhalf of the viations from the meare negative anless thhalf are positive—anthe average magnitu of positive viations is larger ththe average magnitu of negative viations. Negative skew incates thththe meof the stribution lies below its mean, anthe average magnitu of negative viations is larger ththe average magnitu of positive viations. Fun3’s new risk control constrains its mol’s prectereturn stribution so thno more th60% of the viations from the meare negative. This is explicit constraint on skewness. skewness 是这章的考察点?

2022-11-10 21:38 1 · 回答

NO.PZ201809170400000508

2021-09-18 17:37 2 · 回答

    请问awwn为什么不对,不是说no more th60% the viations from the meare negative?也就是最大回撤不超过60%

2019-06-06 00:25 2 · 回答