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holicess · 2021年11月14日

老师，想问下，

  1. CFA I
  2. Quantitative

NO.PZ2018062001000003

问题如下：

The characteristic of a return distribution is frequent small gains and several extreme losses. Which of the following options is correct?

选项：

A.

The distribution has a positive skewness, and the mean is greater than the median.

B.

The distribution has a negative skewness, and the mean is smaller than the median.

C.

The distribution has a positive skewness, and the mean is smaller than the median.

解释：

We define that a distribution with frequent small gains and a few extreme losses is a negative-skewed distribution.

The characteristics of a negative skewed distribution are:

  1. long tail on the left side and;
  2. mode > median > mean

...requent small gains and a few extreme losses这个描述的话，afew extreme loses 指的是左侧的细尾吗？

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1 个答案

星星_品职助教 · 2021年11月14日

同学你好，

对的。negative skewed是左侧有长尾。

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2021-12-16 02:45 1 · 回答

请问A和B是不是都是对的?感觉A和B表述刚好是相反的，如果B对，那A应该也是对的吧?麻烦老师一下，A为什么不对?

2018-10-24 23:20 2 · 回答