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- 2011-5-23
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- 2012-9-12
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One should never invest in the following type of stocks
a. stocks with negative expected return
b. stocks with negative beta
c. stocks with negative sharpe ratio
d. None of the above.
Isn't A and C the same thing because negative expected return yields a negative sharpe ratio |
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发表于 2011-7-13 14:25
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