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Shell_eyyy · 2020年03月11日

问一道题:NO.PZ201511190100000404 第4小题 [ CFA III ]

* 问题详情,请 查看题干

问题如下:

Which investment portfolio is least likely to deviate from the mean–variance portfolio?

选项:

A.

Patel.

B.

Perez.

C.

Johnson.

解释:

B is correct.

Perez has primarily cognitive error biases. Accordingly, it is likely that, with education, the impact of these biases can be reduced or even eliminated. Because cognitive biases dominate, Wang should seek to moderate the effect of these biases and adopt a program to reduce or eliminate the bias rather than accept the bias. The result will be a portfolio that is similar to the mean–variance portfolio.

讲义里提到的suggested deviation from a rational portfolio.patel 最有钱,而且他一半cognitive,一半emotional,所以他的deviation应该最小呀。不考虑财富的影响吗?
1 个答案

Olive_品职助教 · 2020年03月12日

嗨,爱思考的PZer你好:


最有钱的是Patel,Perez是banker不是billionare,他的3个bias有两个都是可纠正的cognitive error,所以deviation小。这道题让选的就是“ least likely to deviate ”,所以选B。


-------------------------------
虽然现在很辛苦,但努力过的感觉真的很好,加油!


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2022-12-06 13:06 1 · 回答

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2022-11-02 20:56 1 · 回答

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2022-08-25 22:28 1 · 回答

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2022-06-27 14:39 1 · 回答

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2021-04-12 03:58 1 · 回答