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- 2011-7-11
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- 2013-9-29
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Sharpe(new) * Sharpe(current)* correlation
When you consider adding new securities into current portfolio, is it feasible to apply this concept in reality?
If yes, how to calculate the sharpe ratio, and correlation between current portfolio and new securities?
Thanks.
Edited 1 time(s). Last edit at Tuesday, June 21, 2011 at 09:35AM by Siesta. |
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发表于 2011-7-23 09:33
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