A distribution of asset returns that has...

题目

A distribution of asset returns that has a significantly higher probability of obtaining large losses is described as:

选项

A.Thin tailed

B.Asymmetrical

C.Fat tailed

D.Symmetrical

答案

C

解析

A distribution is left skewed when the distribution is asymmetrical and there is a higher probability of large negative returns than there is for large positive returns. 当分布是非对称分布时，该分布左偏，并且出现较大的负收益率比较大的正收益率的概率高。