192****44722021-08-11 10:41:04
192****4472老师，这题如果改成Which of the following would exhibit downward bias of Hedge funds that contain frequently traded assets，或者Which of the following would exhibit downward bias of Hedge funds，答案是不是就应该是mesured risk only but not correlations with conventional equity investments?
查看试题回答（1）
Vicky2021-08-11 11:51:36
Vicky同学你好，
infrequently traded assets交易不活跃，因此低估了波动性，risk和correlation都被低估。
如果没有强调这个，那么risk和correlation是否被低估这个结论是不一定存在的。需要具体问题问题分析。
- 评论（0）
- 追问（0）
评论
0/1000
追答
0/1000
+上传图片