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- UID
- 223261
- 帖子
- 237
- 主题
- 103
- 注册时间
- 2011-7-11
- 最后登录
- 2013-12-5
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| I don't get it... Couldn't you invest in a stock with expected return lower than risk free return (i.e. negative sharpe ratio) if the stock's beta was 0 or negative? It would reduce the overall risk... |
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发表于 2011-7-13 14:25
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