
- UID
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- 注册时间
- 2011-7-2
- 最后登录
- 2015-11-28
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AMC Wrote:
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> BTON04 Wrote:
> --------------------------------------------------
> -----
> > 1. Alpha-Beta separation. The alpha is
> generated from a long short portfolio (Beta
> > Neutral), or a portfolio in which the manager
> has expertise. The Beta is created by
> > investing in portfolio where you want the
> Beta exposure.
>
> What's difference with long-short ?
long-short is part of this strategy...
But I am with rstewart.. I don't see any difference between these strategies (alpha-beta v. core satellite) |
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