不能很好的理解CFA考試知識點(diǎn)怎么能做對考題呢？今天我們來說說CFA一級中的組合管理中的CML和SML的對比，這也是難點(diǎn)之一。今天給你分析一下！
CML和SML的對比
Unsystematuc risk and systematic risk
Unsystematuc risk :The risk that can be eliminated by diversification,also called unique,diversifiable ,firm-specific risk
systematic risk: The left risk that can not be diversified away
Systematic Risk is Relevant in Portfolios
One important conclusion of capital market theory:
Equilibrium security returns = systematic risk, not its total risk as measured by standard deviation.
Unsystematic risk is not compensated
One of the assumptions of the model: Diversification is free.
本文章為學(xué)習(xí)相關(guān)信息展示文章，非課程及服務(wù)廣告文章，產(chǎn)品及服務(wù)詳情可咨詢網(wǎng)站客服微信。
文章轉(zhuǎn)載須注明來源，文章素材來源于網(wǎng)絡(luò)，若侵權(quán)請與我們聯(lián)系，我們將及時處理。
