问题如下：
Jacob is a famous scientist and has a portfolio currently worth $10 million. He said to his portfolio manager, - I can bear the risk of losing at most 10% of my portfolio every year. I studied some basic financial theories at home, so if my portfolio follows the equation: Expected return -2.33×standard deviation≥–10%, you are free to choose any asset classes.-
Which of the following strategy should the portfolio manager take to help Jacob manage his account? The manager should：
选项：
A. construct a mean-variance efficient portfolio.
B. divide Jacob's portfolio into layers to meet his goals.
C. sell Jacob's stocks if his portfolio increases more than 10%.
解释：
A is correct.
考点：传统金融学VS行为金融学
解析：这个客户在表达自己的投资策略时使用了Expected return和standard deviation两个变量，所以客户更喜欢均值方差最优化的有效投资组合，这与传统金融学理念一致，选A。
没有证据显示他有多个投资目标，题干也没有说他在股票上涨时会如何处理。
这个题目中只提到下限那不应该属于loss averse嘛 loss averse不是属于行为金融学么 那为什么不可以用行为金融学 进行资产分层处理