- UID
- 223332
- 帖子
- 360
- 主题
- 31
- 注册时间
- 2011-7-11
- 最后登录
- 2013-9-23
|
In the TB model - you need Beta - also to calculate the Active Portfolio Beta.
which is used to calculate the w0 weight.
Independence and objectivity is violated since she wanted to go with a “sell recommendation” but without doing anything - just bcos someone mentioned it - she switches to keeping the stock recommendation.
So Loyalty was the one not violated. |
|
发表于 2013-4-12 22:06
|