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标题: Level 2 2013mock morning portfolio mgt 20 [打印本页]

作者: katrina911    时间: 2014-5-26 23:23     标题: 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?




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