huanglx2020-07-21 14:00:29
单选题14题,B选项While the CAPM requires a mean-variance efficient market portfolio and assumes normally distributed returns, APT requires neither of these assumptions., CAPMassumes normally distributed returns,有这个假设吗?这个是正确的?
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Adam2020-07-21 17:34:05
同学你好,capm的收益率是嘉定的服从正态分布,这是一种隐性假设
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