Rachel
2019-12-25 23:45老師，請(qǐng)問(wèn)書本282頁(yè)第八題答案Given the amount of inefficient assets compared with the AUM of managers likely to exploit them provides some assurance that the inefficiency is repeatable. It would likely take some time for the inefficiency to converge to efficient valuation. The infrequent nature of the inefficiency and the zero mar-ginal return suggest that the inefficiency is probably not worthwhile to pursue不太理解是什么意思？A和B為什么錯(cuò)？錯(cuò)在哪里？
所屬：CFA Level III > Trading, Performance Evaluation, and Manager Selection 視頻位置 相關(guān)試題
來(lái)源： 視頻位置 相關(guān)試題
1個(gè)回答
Chris Lan助教
2019-12-26 09:34
該回答已被題主采納
同學(xué)你好
下列哪一項(xiàng)與利用結(jié)構(gòu)無(wú)效率是可重復(fù)的期望是一致的
A說(shuō)是特別的事件，不頻繁的發(fā)生，所以不可重復(fù)
B說(shuō)gross return等于transaction cost說(shuō)明marginal return等于零，所以這個(gè)時(shí)候我加大投資是沒(méi)有意義的，因?yàn)檫@種無(wú)效性很罕見，不會(huì)短期修正，所以不能重復(fù)利用
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