Book 3 Page 241
请问TX们是如何理解以下红色部分的内容呢？
Asset classes should be diversifying. For risk-control purposes, an included asset class should not have extremely high expected correlations with other asset classes or with a linear combination of the other asset classes. Similarly find the minimum tracking risk combination of current asset classes for the proposed asset class and qualitatively judge whether it is sufficiently high based on the current asset classes’ tracking risk levels. For example, if the tracking risks for existing asset classes are 18 percent, 12 percent, and 8 percent, a proposed asset class with a 15 percent tracking risk should be diversifying. | 
发表于 2011-5-9 14:16
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