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猫猫酱 · 2021年04月11日

alternative第一课第三题

老师.,我好像问过你怎么精简这题答案,但是我搜不到了,可以麻烦你再贴一遍吗?红色部分是我自己标的,我觉得好像太长了。

1 个答案

伯恩_品职助教 · 2021年04月12日

嗨,努力学习的PZer你好:


Shaindy should employ an equity market-neutral (EMN) equity strategy. Overall, EMN managers are more useful for portfolio allocation during periods of non-trending or declining markets. EMN hedge fund strategies maintain a near net zero portfolio exposure to the market. Since these portfolios do not take beta risk and attempt to neutralize many other factor risks, they typically must apply leverage to the long and short positions to achieve a meaningful return profile from their individual stock selections.

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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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