134****4518
2024-12-29 19:27D沒(méi)有聽(tīng)懂,麻煩再詳細(xì)解釋一下
所屬:FRM Part II > Risk Management and Investment Management 視頻位置 相關(guān)試題
來(lái)源: 視頻位置 相關(guān)試題
1個(gè)回答
Michael助教
2025-01-01 15:41
該回答已被題主采納
同學(xué)你好,long short策略的目的是為了對(duì)沖系統(tǒng)性風(fēng)險(xiǎn)(所以策略的beta很接近于0),D說(shuō)法"As a long/short equity manager, we try to avoid the idiosyncratic risk【這個(gè)說(shuō)的似乎飛系統(tǒng)性風(fēng)險(xiǎn),改成系統(tǒng)性風(fēng)險(xiǎn)就OK了】 that attaches to socalled "stock pickers" in favor of acknowledging that markets are efficient"
