穆同學(xué)
2022-06-20 00:51更擔(dān)心type1的理由，一是造成的loss會(huì)大，因?yàn)槟芰Σ缓玫幕鸾?jīng)理就在公司里，還有別的原因嗎
所屬：CFA Level III > Trading, Performance Evaluation, and Manager Selection 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
開開助教
2022-06-20 16:25
該回答已被題主采納
同學(xué)你好，決策者更擔(dān)心一類錯(cuò)誤，
因?yàn)椋?）一類錯(cuò)誤造成的損失是可以被量化的顯性成本（explicit costs），而二類錯(cuò)誤相當(dāng)于機(jī)會(huì)成本（opportunity costs），心理上Type I errors帶來的痛苦更大；
2）一類錯(cuò)誤容易衡量，并通常與決策者的薪酬直接相關(guān)，而二類錯(cuò)誤不容易衡量，好的基金經(jīng)理能創(chuàng)造多少超額回報(bào)也是不確定的；
3）一類錯(cuò)誤更加透明，出現(xiàn)了損失資助人要向投資者做出解釋，而二類錯(cuò)誤更加不透明。
對(duì)應(yīng)的英文是：
1）Type I errors create explicit costs, whereas Type II errors create opportunity costs. Because individuals appear to put less weight on opportunity costs, Type I errors are psychologically more painful than Type II errors.
2）Type I errors are relatively straightforward to measure and are often directly linked to the decision maker’s compensation.
3）Type I errors are more transparent to investors and the decision maker has to explain this decision to the investor. Type II errors are less transparent to investors.
【點(diǎn)贊】喲~。加油，祝你順利通過考試~
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