Drink H · 2020年05月26日
问题如下：
Roll noted that well diversified portfolios are nonetheless highly correlated if the holdings are concentrated within the same asset class. True or false? Explain.
选项：
A. True
B. False
解释：
True
Roll noted that well-diversified portfolios exhibit high correlations when constrained to the same asset class, whereas there is much less correlation when portfolios are diversified across multiple asset classes.
老师你好，这题如何理解？谢谢
品职答疑小助手雍 · 2020年05月26日
嗨，从没放弃的小努力你好：
这题的表述可以简单地理解为，在多种asset class（比如股票，债券，互换，期货种种）之间做一个马科维茨模型的well diversified portfolio要比单独一种asset class中的各种证券做一个well diversified portfolio分散化效果更好。
在单独一种asset class 里做一个well diversified portfolio分散化效果不大，就比如你做一个股票的well diversified portfolio，其实和某些指数，甚至股票板块的相关性还是挺高的。
-------------------------------就算太阳没有迎着我们而来，我们正在朝着它而去，加油！
NO.PZ2020021002000122 问题如下 Roll notethwell versifieportfolios are nonetheless highly correlateif the holngs are concentratewithin the same asset class. True or false? Explain. A.True B.False TrueRoll notethwell-versifieportfolios exhibit high correlations when constraineto the same asset class, wherethere is muless correlation when portfolios are versifieacross multiple asset classes.中文解析Roll指出，当限制于某一资产类别时，分散的投资组合表现出高度相关性。而当投资组合在多个资产类别中进行分散投资时，相关性要小得多。本题选 没有明白题目意思
NO.PZ2020021002000122问题如下Roll notethwell versifieportfolios are nonetheless highly correlateif the holngs are concentratewithin the same asset class. True or false? Explain.A.TrueB.FalseTrueRoll notethwell-versifieportfolios exhibit high correlations when constraineto the same asset class, wherethere is muless correlation when portfolios are versifieacross multiple asset classes.这个题干是啥意思，麻烦老师翻译一下
NO.PZ2020021002000122问题如下Roll notethwell versifieportfolios are nonetheless highly correlateif the holngs are concentratewithin the same asset class. True or false? Explain. A.True B.False TrueRoll notethwell-versifieportfolios exhibit high correlations when constraineto the same asset class, wherethere is muless correlation when portfolios are versifieacross multiple asset classes.请问这里的Roll 是什么？人名吗
