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- UID
- 223431
- 帖子
- 348
- 主题
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- 注册时间
- 2011-7-11
- 最后登录
- 2014-8-7
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comleteness fund, equitized long-short, alpha-beta separatio
in comleteness fund approach, beta=1, for equitized long shot, is it equal to market netural+index portfolio, if it is yes, then also beta=1?
for alpha beta separation, what’s the beta?
is any difference between completeness fund and equitized log short for beta? |
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发表于 2013-4-22 15:27
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