A distribution of asset returns that has a significantly higher probability of obtaining large losses is described as:
A
Thin tailed
B
Asymmetrical
C
Fat tailed
D
Symmetrical
老师好,这道题是不是应该选择B啊?
老师好,Positive-skewed distributions are those with a longer tail to the right side of the distribution, and the mass of left of the expected value is greater.
这句话后半句什么意思,正偏度不是应该右侧概率高吗?
Positive-skewed distributions exhibit:
A
a longer tail to the left of the distribution.
B
greater mass close to the expected value.
C
greater mass to the left of the expected value.
D
greater mass to the right of the expected value.
老师您好!为什么在均值左侧的大?我觉得均值两边应该面积是一样大的。