开发者:上海品职教育科技有限公司 隐私政策详情

应用版本:4.2.11(IOS)|3.2.5(安卓)APP下载

占个座儿 · 2019年06月06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:


请问Drawdown为什么不对,不是说no more than 60% the deviations from the mean are negative?也就是最大回撤不超过60%

2 个答案

伯恩_品职助教 · 2021年09月20日

嗨,爱思考的PZer你好:


没有最高点可以和期初比么?理解成止损线——drawdown不是和期初比,指在选定周期内任一历史时点往后推,产品净值走到最低点时的收益率回撤幅度的最大值。

不是止损线,但是有一定关系,即达到一个事先确定好的值就做相应处理

----------------------------------------------
就算太阳没有迎着我们而来,我们正在朝着它而去,加油!

maggie_品职助教 · 2019年06月06日

sknewness描述的是distribution的不对称性,是左偏还是右偏。也就是题干中最后一句说 “constrains the predicted return distribution so that no more than 60% of the deviations from the mean are negative”

drawdown指的是相比最高点的下跌幅度。此题没有最高点的描述。

玛卡巴卡 · 2021年09月18日

没有最高点可以和期初比么?理解成止损线

  • 2

    回答
  • 1

    关注
  • 516

    浏览
相关问题

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