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柏小颖 · 2020年09月05日

问一道题:NO.PZ2018062002000097 [ CFA I ]

问题如下:

The behavioral theory of loss aversion assumes that investors do not like risk, but different to the traditional financial models,  the loss aversion in behavioral theory is assumed to be?

选项:

A.

It is assumed to be leptokurtic.

B.

It is assumed to be symmetrical.

C.

It is assumed to be asymmetrical.

解释:

C is correct.

Behavioral theories of loss aversion allows the possibility that investors risk aversion is asymmetric, which makes loss aversion to explain market overreaction in which investors dislike losses more than similar benefits.

这题什么意思啊,看不懂啊
1 个答案

Debrah_品职答疑助手 · 2020年09月06日

同学你好,这倒题目是第38章行为金融的知识点。因为在loss aversion损失厌恶下,人们面对同样数量的收益和损失时,认为损失更加令他们难以忍受。所以分布是不对称的。