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- 帖子
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- 注册时间
- 2011-7-11
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- 2014-8-7
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Correlation -1, add to portfolio?
| If correlation of new asset with existing portfolio is -1, do you add it or not, using Sharpe ratio analysis. Also, can you have a negative Sharpe ratio...what would it mean? |
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发表于 2011-7-11 19:51
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