185****19972025-06-08 20:30:15
his approach would allow the fund manager of Portfolio A to separate the currency hedging function (currency beta), which can be done effectively internally, and the active currency management function (currency alpha) which can be managed externally by a foreign currency specialist。这个标书里面有一个beta是internally alpha是externally,这个说法对吗?书上说就算是beta收益(也就是hedge收益)也可以由内部的团队做呀
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Simon2025-06-16 10:38:23
同学,上午好。
这个表述正确。beta和alpha,具体由内部还是外部团队,是由具体策略决定的。这道题就alpha由外部团队。beta由内部团队。
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