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- UID
- 222321
- 帖子
- 677
- 主题
- 10
- 注册时间
- 2011-7-2
- 最后登录
- 2016-4-19
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soddy1979 Wrote:
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> sk22 Wrote:
> --------------------------------------------------
> -----
> > whats the reasoning behind this?
>
> Research shows the relative risk of a CTA as
> measured by beta versus an index of CTAs is a good
> predictor of future relative returns.
>
> Page 101 vol 5
cheers.
That sucks tho - i hate questions based on research etc - no room for logic  |
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发表于 2011-7-11 19:39
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