NO.PZ201511190100000302
问题如下:
Which of Tang’s observations is least likely to be the consequence of Jordan demonstrating loss-aversion bias?
选项:
A. Observation 1.
B. Observation 2.
C. Observation 3.
解释:
C is correct.
Loss aversion by itself may cause a sector concentration; however, a market neutral strategy tends to focus on individual stocks without regard to the sector. The sector exposure would be mitigated with the balancing of the individual long and short positions.
。PZ2018091702000002这道题是站在事前的角度,Client 3对待价格上涨和下跌的态度是不对称的,他给自己定的投资规则是上涨到15%或下跌到10%卖出,这道题的关键词在于非对称,这也是loss aversion的一个特点 看這裡有同學問了老師 這題和自前的題目的分別 我想問是 既然上15賣和下10賣 對贏和輸的態度不一樣 贏要很多 才能 等於 輸的value 那loss aversion 不是一早就是贏快賣 輸不賣嗎 為啥定了跌10賣都是loss aversion? 謝謝 老師