百度试题 题目The risk/return tradeoff implies that the return on a riskless asset must be zero. 风险/收益权衡意味着无风险资产的收益必须为零。A.正确B.错误 相关知识点: 试题来源: 解析 B 反馈 收藏
Bali,T.G,L.Peng." Is There a Risk-return Tradeoff? Evidence from High-frequency Data". Journal of Applied Econometrics . 2006Is there a risk-return tradeoff? Evidence from high-frequency data, working paper - Bali, Peng - 2004Bali, Turan, and Lin Peng, 2004, Is there a risk-return ...
摘要: This paper studies the ICAPM intertemporal relation between the conditional mean and the conditional variance of the aggregate stock market return. We introduce关键词: ICAPM risk-return tradeoff conditional variance forecasting returns DOI: 10.2139/SSRN.402720 ...
The risk-return tradeoff: A COGARCH analysis of Merton's hypothesis The risk–return tradeoff: A COGARCH analysis of Merton’s hypothesis[J] . Gernot Müller,Robert B. Durand,Ross A. Maller.Journal of Empirical Finance... G Müller,RB Durand,RA Maller - 《Journal of Empirical Finance》 ...
The risk-return tradeoff is the principle that potential return rises with a decrease in risk. A.错误 B.正确 点击查看答案 你可能感兴趣的试题 判断题 China is the world's largest producer and exporter of textiles now. 正确 错误 答案:正确 单项选择题 画竹节是用楷书笔法表现 A. 对 B. 错 ...
(r) = 0.10; Standard deviation = 0.10 D) E(r) = 0.20; Standard deviation = 0.15 E) E(r) = 0.10; Standard deviation = 0.20 Answer: C Difficulty: Difficult Rationale: Portfolio A has a reward to risk ratio of 1.0; portfolio C is the only choice with the same risk-return tradeoff....
This research takes a different approach to examining the international risk-return tradeoff nexus from an econometrician's viewpoint. We study this tradeoff based on returns from 28 countries, covering a wide range of advanced and emerging markets. In contrast to the existing literature, we conduc...
Kuma,Ressle,Ahrens.Decision Support Model Based on Risk-Return Tradeoff for Examining Viability of a Business Venture.Journal of Revenue & Pricing Management. 2009Decision support model based on risk – return tradeoff for examining viability of a business venture. Sameer Kumar,Thomas Ressler,Mark ...
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This note makes two contributions by extending the analysis in Bali and Peng (2006) which investigates the risk-return tradeoff at the daily horizon using high-frequency data. Our first contribution is to show that the empirical relation between returns and risk is not validated for recent years...