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- UID
- 223372
- 帖子
- 446
- 主题
- 85
- 注册时间
- 2011-7-11
- 最后登录
- 2014-8-2
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Yeah I figure the alpha is possible because I have some unsystematic risk in the portfolio. I went and tested the r^2 and it came to like 90%. So with 10% unsystematic risk I guess its possible to outperform considering my beta is close to 1 and alpha is small.
Its YTD so I'm not popping champagne just yet. |
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发表于 2011-10-3 08:57
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