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- 帖子
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- 主题
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- 注册时间
- 2011-5-25
- 最后登录
- 2012-9-12
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| You add the asset to portfolio if, Portfolio with asset Sharpe ratio > Portfolio without asset Sharpe ratio * correlation of asset with portfolio. Most of the case, adding asset with -ve correlation reduces risk. |
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发表于 2011-7-11 19:51
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