All else being equal啥意思啊

NO.PZ2017092702000071

问题如下：

All else being equal, as the correlation between two assets approaches +1.0, the diversification benefits:

选项：

decrease.

stay the same.

increase.

解释：

A is correct.

As the correlation between two assets approaches +1, diversification benefits decrease. In other words, an increasingly positive correlation indicates an increasingly strong positive linear relationship and fewer diversification benefits.

ρ越大，组合方差σp的平方就越大，也就是风险越大。所以根据题干描述，当ρ逐渐向+1增加时，分散化的效果会越来越差

All else being equal啥意思啊，对解题有啥影响么

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1 个答案

星星_品职助教 · 2022年02月21日

同学你好，

意思是除了correlation变化之外，“其他条件不变”。

从解题角度，这个条件不怎么实用。

从现实角度出发，correlation变化的话，其实其他的因素也会跟着变。所以需要强调All else being equal，这样就可以单独隔离出来correlation的影响

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All else being equal啥意思啊

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