1個(gè)回答
Crystal助教
2018-03-19 16:05
該回答已被題主采納
同學(xué)你好，這個(gè)題目出的還是很流氓的，這個(gè)題說(shuō)了一堆，CAPM的特點(diǎn)，夸贊了一番，最后選項(xiàng)要我們選的是這個(gè)人除了題目還說(shuō)了什么是很正確的。因?yàn)檫@個(gè)在原版書(shū)上說(shuō)的是一開(kāi)始這個(gè)作者就是說(shuō)CAPM其實(shí)是一個(gè)偉大的失敗。原文是這樣的：I state upfront that the CAPM is well known to be a spectacular failure. It predicts that asset risk premiums depend only on the asset’s beta and there is only one factor that matters, the market portfolio. Both of these predictions have been demolished in thousands of empirical studies. But, the failure has been glorious, opening new vistas of understanding for asset owners who must hunt for risk premiums and manage risk.
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