问题已解决
老師您好,市場(chǎng)平均風(fēng)險(xiǎn)包含有風(fēng)險(xiǎn)利率和無風(fēng)險(xiǎn)利率,對(duì)嗎?市場(chǎng)平均風(fēng)險(xiǎn)是系統(tǒng)性風(fēng)險(xiǎn)嗎,因?yàn)榉窍到y(tǒng)被抵消了?我說的對(duì)嗎
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對(duì)是的,你說對(duì)了。
舉個(gè)例,你把買了上市指數(shù),各家公司自己的風(fēng)險(xiǎn)就被抵銷了,只剩下市場(chǎng)風(fēng)險(xiǎn)。
2024 12/10 22:39
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2024 12/11 09:48
那老師必要利率是不是就是系統(tǒng)風(fēng)險(xiǎn)得來的
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2024 12/11 10:15
單項(xiàng)資產(chǎn)的非系統(tǒng)風(fēng)險(xiǎn)沒有抵消掉
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2024 12/11 10:15
這個(gè)式子怎么理解
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2024 12/11 10:26
必要利率是不是就是系統(tǒng)風(fēng)險(xiǎn)得來的,這個(gè)話不能這么說的。
必要利率,是投資想要的收益=無風(fēng)險(xiǎn)利率+風(fēng)險(xiǎn)收益率
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2024 12/11 10:27
我?guī)湍愫Y理一個(gè)易錯(cuò)點(diǎn)。
必要收益率,是必需要有的利率。
期望收益率,是想要的收益率。
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2024 12/11 11:53
貝塔系數(shù)是乘以系統(tǒng)風(fēng)險(xiǎn)的,那和非系統(tǒng)風(fēng)險(xiǎn)不搭嘎了吧
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2024 12/11 11:53
可是單項(xiàng)的還沒有抵消非系統(tǒng)風(fēng)險(xiǎn),抵消的是市場(chǎng)平均
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2024 12/11 11:54
這個(gè)怎么理解老師
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2024 12/11 14:02
貝塔系數(shù)是代表系統(tǒng)風(fēng)險(xiǎn)的,那和非系統(tǒng)風(fēng)險(xiǎn)不搭嘎了吧(是這樣的。
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2024 12/11 14:03
可是單項(xiàng)的還沒有抵消非系統(tǒng)風(fēng)險(xiǎn),抵消的是市場(chǎng)平均(這句話,好像不是很完整,您這是在那里看到的)
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2024 12/11 15:52
老師您好,這是我自己想的,貝塔系數(shù)把資產(chǎn)組合或者單項(xiàng)資產(chǎn)和市場(chǎng)系統(tǒng)風(fēng)險(xiǎn)聯(lián)系在一起,那必要收益率就是系統(tǒng)風(fēng)險(xiǎn)相關(guān)的,那非系統(tǒng)風(fēng)險(xiǎn)呢
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2024 12/11 16:08
我忍不住,的確要夸你一句。確實(shí),知識(shí)就還像您這樣思考。?(ο???ο)?
貝塔系數(shù)把資產(chǎn)組合或者單項(xiàng)資產(chǎn)和市場(chǎng)系統(tǒng)風(fēng)險(xiǎn)聯(lián)系在一起。 這時(shí)就沒有非系統(tǒng),已經(jīng)抵消完了。
您在想想
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2024 12/11 16:10
謝謝老師
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2024 12/11 16:10
抵消是多個(gè)市場(chǎng)組合之后的結(jié)果,單個(gè)的非系統(tǒng)風(fēng)險(xiǎn)還存在嗎
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