Level 2 2013mock morning portfolio mgt 20
本帖最后由 katrina911 于 2014-5-26 23:32 编辑
如何理解 the correlation between two securities increases, th number of securities required to achieve a particular level of portfolio risk decreases?
如果correlation rise, diversification 的效果就不好,more securities should be added to reduce the risk for diversification? |