全部版块 我的主页
论坛 提问 悬赏 求职 新闻 读书 功能一区 经管百科 爱问频道
1049 2
2013-10-30

Riskpremium is proportional to the risk an asset is exposed to. Since risk levelcan be measured by volatility, so a very volatile stock must offer a highpremium.请问这表述是对的吗,为什么?



二维码

扫码加我 拉你入群

请注明:姓名-公司-职位

以便审核进群资格,未注明则拒绝

全部回复
2013-12-6 08:45:24
这个是对的吧,个人觉得。
风险越大,回报越大。
所以股票收益应该比债券高。
二维码

扫码加我 拉你入群

请注明:姓名-公司-职位

以便审核进群资格,未注明则拒绝

2013-12-6 18:51:24
generally speaking, it is a good intuition.
However, it is not that easy to give an exact answer to your question.
Firstly, whether higher risk leads to higher return is uncertain. Secondly,
how to volatility is measured or observed is still controversial. There are many
theoretical arguments as well as empirical evidences in support for both sides.
二维码

扫码加我 拉你入群

请注明:姓名-公司-职位

以便审核进群资格,未注明则拒绝

相关推荐
栏目导航
热门文章
推荐文章

说点什么

分享

扫码加好友,拉您进群
各岗位、行业、专业交流群