梁同学2020-01-27 22:09:34
这里题干明明说了她怕等到股价回归均值时无法获得相关的收益,不就是指regret aversion吗
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Peter F2020-01-31 15:22:12
同学,你好:Jordan indicates that since she believes the pricing misalignment will correct itself, the portfolio will not be able to take advantage of the reversion to the mean if she sells certain losing positions. 这一句联系上下文不是 regret aversion 而是 overconfidence 的表现。
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