
- UID
- 223221
- 帖子
- 220
- 主题
- 183
- 注册时间
- 2011-7-11
- 最后登录
- 2013-10-10
|
you cannot borrow if shorting is prevented and the tangency portfolio does not have enough return to cover your need.
I probably am missing this - or am not seeing it written like this.
Please confirm, somebody. |
|