harryerin 当前离线
CFA New Member
covariance(A,B)=(beta of A) × (beta of B) × (Variance of market)
哪位大虾来解释下这个公式是怎么得来的？教材上没有看到过啊。
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minminmin 当前离线
CFA Candidates
in the "market model"
the curriculum should have taken it into the contents.
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发表于 2009-5-14 21:40
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