Beta measures systematic risk relative to the market, while variance measures total risk including both systematic and unsystematic risk.Beta和方差作为风险度量指标的核心区别在于所涵盖的风险类型和范围:1. **Beta(系统性风险)**: - Beta反映资产相对于整个市场的波动性,衡量的是系统性风险(不可分散风险)。
Duration is most accurate as a measure of interest rate risk for a bond portfolio when the slope of the yield curve: A.stays the same. B.decreases. C.increases. 相关知识点: 试题来源: 解析 A A is correct. Duration measures the change in the price of a portfolio of bonds if the yi...
Nielsen, "Is the Book-to-Market Ratio a Measure of Risk," Journal of Financial Research, Vol. 28, No. 4, Winter 2005, 487 - 502.Robert F. Peterkort & James F. Nielsen, 2005. " Is The Book-To-Market Ratio A Measure Of Risk? ," Journal of Financial Research , Southern Finance ...
北匈奴人 · 2024年08月02日 ex pist risk as a biased measure of ex ante riskCFA III Capital Market Expectations 这到底是个啥意思?事后风险被低估,事前风险被高估对嘛?啰哩啰嗦的讲得没听懂 添加评论 0 0 4 个答案 笛子_品职助教 · 2024年08月04日 嗨,爱思考的PZer你好: 题里会明确说,这里...
Ex ante risk是指用历史计算出来的波动率,去预测未来波动率。比如用2005-2010年标准差,去预测2010-2015年标准差。 在上述情况下,根据历史数据计算出来的Ex post risk里并没发生负面事件,但未来这个发生负面事件仍可能会发生,这就会导致,用历史数据预测未来时,会低估风险,这就是低估ex ante risk的含义。这种时候,...
A. Return on investment B. Number of books read C. Size of a company D. Volatility 相关知识点: 试题来源: 解析 D。在金融中,波动性(Volatility)是一种风险衡量指标。Return on investment 是投资回报率,Number of books read 是读书的数量,Size of a company 是公司的规模。反馈...
Beta is the measure of(A) firm specific risk.(B)diversifiable risk.(C)market risk.(D)unique risk. 相关知识点: 试题来源: 解析 C Beta用于衡量资产相对于市场的系统风险,即市场风险。 1. **选项A**:公司特定风险属于非系统风险,可通过分散化减少,与Beta无直接关联。 2. **选项B**:可分散风险即...
There is a smallriskof brain damage from the procedure... 该手术有导致脑损伤的轻微风险。 柯林斯高阶英语词典 In all the confusion, there's a seriousriskthat the main issues will be forgotten. 在一片混乱中,主要的问题很有可能会被遗忘。
behaviors and outcomes. In finance, standard deviation is a common metric associated with risk. Standard deviation provides a measure of the volatility of a value in comparison to its historical average. A high standard deviation indicates a lot of value volatility and therefore a high degree of ...
behaviors and outcomes. In finance, standard deviation is a common metric associated with risk. Standard deviation provides a measure of the volatility of a value in comparison to its historical average. A high standard deviation indicates a lot of value volatility and therefore a high degree of ...