Terry2017-11-25 22:33:03
TerryQ. In the context of strategic asset allocation, adding asset classes with low correlation will most likely improve a portfolio’s risk–return trade-off as long as the stand-alone risk of the added asset class: A does not exceed its diversification effect. B equals its diversification effect. C exceeds its diversification effect. why? Thanks
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金程教育顾老师2017-11-27 13:49:21
金程教育顾老师学员你好，风险分散的效果要比带来的风险要多，说明新增加这个资产对提高整个组合的risk-return trade-off是有利的。
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