huanglx
2020-07-21 14:00單選題14題,B選項(xiàng)While the CAPM requires a mean-variance efficient market portfolio and assumes normally distributed returns, APT requires neither of these assumptions., CAPMassumes normally distributed returns,有這個(gè)假設(shè)嗎?這個(gè)是正確的?
所屬:FRM Part I > Foundations of Risk Management 視頻位置 相關(guān)試題
來源: 視頻位置 相關(guān)試題
1個(gè)回答
Adam助教
2020-07-21 17:34
該回答已被題主采納
同學(xué)你好,capm的收益率是嘉定的服從正態(tài)分布,這是一種隱性假設(shè)
