一同学2018-09-21 12:03:13

Which of the following statements is incorrect concerning the low-risk anomaly? A The low-risk anomaly conflicts with the CAPM. B The firms with higher beta perform indifferently with the lower beta firms. C The low-risk anomaly point to a negative relationship between risk and reward. D The low-risk anomaly suggests that low-beta stocks will outperform high-beta stocks. 老师您好！我想问一下，视频中说关于β的结论是ρ(βt-1, rt)是noisy的，而ρ(βt, rt)>0，而这道题的讲解中，老师说low-risk anomaly中β和收益率是反向关系，哪一个是正确的？