|
- UID
- 223456
- 帖子
- 371
- 主题
- 11
- 注册时间
- 2011-7-11
- 最后登录
- 2014-8-2
|
where did std dev makes its way into alpha?
the two alphas I know of:
1. Ex Ante Alpha = Required Return - expected Return
2. Ex Post Alpha = Required Return - contemporaneous return from like stocks/assets
CP |
|
发表于 2011-7-13 16:37
|