NOTE book4的题，Portfolio risk and return
which of the following characteristics of a return distribution would most likely be associated with a low freqency of downside deviation from the mean?
a) kurtosis
b) fat tails
c) positive skew
不是特别明白问题的最后那个downside deviation的意思，答案是C。烦请大家解释一下吧！
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发表于 2011-3-24 12:23
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