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? |
发表于 2013-4-22 15:27
|