赵同学2021-05-08 08:57:03

历年真题 - 行为金融学 - 2013年 C 可否概括成三个得分点？ 1、Murray is correct that Siosan's retirement portfolio allocation is consistent with Behavioral Portfolio Theory and not consistent with a mean-variance framework. 2、BPT investors construct their portfolios in layers. Siosan's portfolio is consistent with BPT and is constructed in layers (money-market securities and speculative stocks) 3、"Mean-variance portfolios are constructed as a whole, and only the expected return and the variance of the entire portfolio matter"