金同學(xué)
2024-07-10 09:15How to understand equal weighted has lower credit deterioration? Equal weighted has small cap bias, comparing with big cap stocks, small cap stocks should have lower credit level.
所屬:CFA Level III > Fixed-Income Portfolio Management 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
婷婷助教
2024-07-10 09:39
該回答已被題主采納
同學(xué)你好,
對(duì)于credit migration risk來(lái)說(shuō),也就是credit deterioration。這個(gè)一定是高評(píng)級(jí)向低評(píng)級(jí)的影響比低評(píng)級(jí)向更低評(píng)級(jí)的影響大,因?yàn)楸旧硇∈兄灯虮旧頃?huì)比大市值偏向的評(píng)級(jí)來(lái)的更低,同樣是信用惡化,小市值偏向本身的影響對(duì)比來(lái)說(shuō)會(huì)更小。
祝順利通過(guò)~
