米同学2020-07-20 23:38:42
R9书后题第4题,答案中说“Because cognitive biases dominate, Wang should seek to moderate the effect of these biases and adopt a program to reduce or eliminate the bias rather than accept the bias. The result will be a portfolio that is similar to the mean–variance portfolio.”这两句话逻辑的连接在哪,我没太明白第二句话和第一句话直接的逻辑。
回答(1)
Chris Lan2020-07-21 15:29:33
同学你好
由于认知错误是一种错误,需要被修正,所以认知错误的影响更大,W同学应该尝试缓和认知错误的影响,从而使其结果将与均值-方差组合相似。
认知错误应该被修正,修正了就不太会偏离MVO。
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