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2022-08-09 13:23關(guān)于conditional linear factor model怎么寫答案
所屬:CFA Level III > Alternative Investments for 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
開開助教
2022-08-10 10:49
該回答已被題主采納
寫的時候,要表達(dá)出兩點(diǎn):
1、conditional factor model can show whether risk exposures to equities become significant during turbulent market times while they are insignificant during normal times.
2、Equity exposure should be negative during turbulent market times
【點(diǎn)贊】喲~。加油,祝你順利通過考試~
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追問
第二點(diǎn)是equity risk exposure or equity exposure
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追答
這兩個是一個意思
