不能很好的理解CFA考试知识点怎么能做对考题呢?今天我们来说说CFA一级中的组合管理中的CML和SML的对比,这也是难点之一。今天给你分析一下!
CML和SML的对比
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.
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