下列描述，正确的一项是？（单选题）

是 否 +2 论坛币

k人 参与回答

经管之家送您一份

应届毕业生专属福利!

求职就业群

赵安豆老师微信：zhaoandou666

经管之家联合CDA

送您一个全额奖学金名额~ !

立即领取

感谢您参与论坛问题回答

经管之家送您两个论坛币！

+2 论坛币

A.        If the correlation between two stocks is over-estimated, their estimated weights in the tangency portfolio will be too high.
B.        A passive investment manager forms views over individual stocks that may differ from those of the market and uses these to find the optimal portfolio.
C.        The theory of portfolio optimization is incorrect since it leads to portfolio that have extreme weights.
D.        For active portfolio management to be successful, the manager must have better information than the market about future investment performance.
E.        Historical sample mean returns contain no information about future expected returns.

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

分享0 收藏0 回帖

关键词：单选题 Optimization information performance correlation individual investment management successful between