frr0717
2018-03-19 11:04老師, 為什么: Some securities are correlated with each other (such as all bonds being subject to duration risk), and thus breadth is considerably less than the number of securities held in the portfolio. 請解釋下, 謝謝~
所屬:CFA Level II > Alternative Investments 視頻位置 相關(guān)試題
來源: 視頻位置 相關(guān)試題
1個回答
Vincent助教
2018-03-20 14:00
該回答已被題主采納
要看上下文。我現(xiàn)在的理解是因為資產(chǎn)間有相關(guān)性,他們對于某個因子的反應(yīng)有趨同性,不如他們的分類五花八門。
