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- 2011-7-2
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- 2014-6-29
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| A good way to think about this is that you can keep your beta unchanged, and add alpha by adding the short extension. The combination of the 20% short and additional 20% long will keep your beta unchanged if you desire while allowing you to capture additional alpha through the short position. |
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发表于 2011-7-11 20:09
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