2024.02 Mock A Session 2 Set 03 Alternative

00:52 (1.5X)

A小问，请问这里在考试的时候应该怎么答？是不是只写：Equity market neutral managers tend to be more advantageous during non-trending or declining markets.这一句话就够了？

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伯恩_品职助教 · 2024年06月24日

嗨，努力学习的PZer你好：

EMN managers neutralize market risk by constructing their portfolios such that the expected portfolio beta is approximately equal to zero.还要强调β是0

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就算太阳没有迎着我们而来，我们正在朝着它而去，加油！

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