Rachel2019-12-25 23:45:33
老师,请问书本282页第八题答案Given the amount of inefficient assets compared with the AUM of managers likely to exploit them provides some assurance that the inefficiency is repeatable. It would likely take some time for the inefficiency to converge to efficient valuation. The infrequent nature of the inefficiency and the zero mar-ginal return suggest that the inefficiency is probably not worthwhile to pursue不太理解是什么意思?A和B为什么错?错在哪里?
回答(1)
Chris Lan2019-12-26 09:34:06
同学你好
下列哪一项与利用结构无效率是可重复的期望是一致的
A说是特别的事件,不频繁的发生,所以不可重复
B说gross return等于transaction cost说明marginal return等于零,所以这个时候我加大投资是没有意义的,因为这种无效性很罕见,不会短期修正,所以不能重复利用
- 评论(0)
- 追问(0)


评论
0/1000
追答
0/1000
+上传图片