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小小悟空yu · 2020年10月23日

问一道题:NO.PZ2019093001000007 [ CFA III ]

问题如下:

An investor is considering hiring three managers who have the following skill levels:

Type I and Type II errors both occur when the investor is:

选项:

A.

hiring Manager 1 for large-cap stocks and not hiring Manager 3 for small-cap stocks.

B.

hiring Manager 3 for large-cap stocks and not hiring Manager 2 for small-cap stocks.

C.

hiring Manager 3 for large-cap stocks and not hiring Manager 1 for small-cap stocks.

解释:

B is correct.

Hiring unskilled Manager 3 for large-cap stocks is an error of commission or Type I error, whereas not hiring skilled Manager 2 for small-cap stocks is an error of omission or Type II error.

type1是去真,2是存为吗
1 个答案

吴昊_品职助教 · 2020年10月23日

同学你好:

Type1指的是雇佣了表现不好的基金经理,Type2指的是错过了表现好的基金经理。参考基础班讲义P206页。