|
- UID
- 222305
- 帖子
- 379
- 主题
- 21
- 注册时间
- 2011-7-2
- 最后登录
- 2015-12-5
|
pure market neutral strategy will have beta of zero because you are offsetting longs with shorts
short extension strategy will not have a beta of zero because you are long 130% and only short 30% in most cases |
|
发表于 2011-7-11 19:17
|