[三級(jí)交易] investment decision making progress

HAIXIA 發(fā)布于：2021-04-23 19:51:31 瀏覽304次   CFA CFA三級(jí)
R36 原版書264：The hedges …… with performance driven more by beta than by alpha. 1 這里的beta 是CAPM的beta意思一致嗎？ 這里beta追求系統(tǒng)性風(fēng)險(xiǎn)的收益？ 2 這里的alpha 意思是excess retain (by market rate or risk free rate)? 3 strategies that are not intending to capture a liquidity risk premium 能否舉個(gè)例子？
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Hsiao 發(fā)布于2021-04-25 09:29:10

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