趙同學(xué)
2023-10-01 11:59Low-risk strategies appear to have significant alpha relative to standard market capitalization benchmarks and sophisticated factor benchmarks that control for risk using dynamic value and momentum factors.請(qǐng)問老師這句話怎么理解,低風(fēng)險(xiǎn)投資策略書上或者講義上是怎么講的,謝謝
所屬:FRM Part II > Risk Management and Investment Management 視頻位置 相關(guān)試題
來源: 視頻位置 相關(guān)試題
1個(gè)回答
蘇學(xué)科助教
2023-10-02 10:23
該回答已被題主采納
同學(xué)你好,這其實(shí)就是“低風(fēng)險(xiǎn)異象”。在講義中l(wèi)ow risk anomaly中將到的。只有A選項(xiàng)是正確的,其余是憑空捏造的
