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Kate · 2024年06月19日

请问这样可以吗

NO.PZ2023010407000042

问题如下:

What are the advantages of long/short equity compared to the only long equity strategy?

解释:

Long/short equity added short-side exposure typically reduces beta risk and provides an additional source of potential alpha and reduced portfolio volatility.

Less market risk because short positions help short some beta exposure and result a smaller overall market beta as compared to long only strategy


Allows the investor to express negative opinion to the market while in long only investors can only make investments based on positive view.


1 个答案

伯恩_品职助教 · 2024年06月20日

嗨,爱思考的PZer你好:


不行的,教材强调的是这个有减少β和提供另外的α这两个关键点

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虽然现在很辛苦,但努力过的感觉真的很好,加油!