标题: covariance(A,B)=(beta of A) × (beta of B) × (Variance of market) [打印本页] 作者: harryerin 时间: 2009-5-14 21:40 标题: covariance(A,B)=(beta of A) × (beta of B) × (Variance of market)
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。
作者: minminmin 时间: 2009-5-16 11:36
in the "market model"
the curriculum should have taken it into the contents.
