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标题: comleteness fund, equitized long-short, alpha-beta separatio [打印本页]

作者: wilslm    时间: 2013-4-22 15:27     标题: 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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