Board logo

标题: HEDGE FUND PORTFOLIO ANALYSIS - page 195 CFAI [打印本页]

作者: strikethree    时间: 2013-5-4 09:27     标题: HEDGE FUND PORTFOLIO ANALYSIS - page 195 CFAI

.  HEDGE FUND PORTFOLIO ANALYSIS
?   Multistrategy and market neutral eqity funds have little exposure to asymmetrical beta
?   All other hedge funds styles have negative asymmetrical beta exposures
Can anyone explain?




欢迎光临 CFA论坛 (http://forum.theanalystspace.com/) Powered by Discuz! 7.2