Rachel
2019-11-30 23:10老師，能否詳細解釋一下書本151頁，第十三題答案是什么意思？This results from the fact that the factors typically represent what is referred to as a zero (dollar) investment or self- financing investment, in which the underperforming attri-bute is sold short to finance an offsetting long position in the better- performing attribute. Constructing factors in this manner removes most market expo-sure from the factors (because of the offsetting short and long positions)不太理解？為什么會和zero investment，self-financial investment long/short 有關(guān)系？
所屬：CFA Level III > Asset Allocation and Related Decisions in Portfolio Management 視頻位置 相關(guān)試題
來源： 視頻位置 相關(guān)試題
1個回答
Peter F助教
2019-12-02 19:16
該回答已被題主采納
同學，你好：關(guān)于 zero (dollar) investment, or self-financing investment，可以這樣理解，不佳的被賣掉，賣掉得到的錢，來買好的。
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