undefinable2022-04-30 16:22:33
undefinable117页2题怎么写答案
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开开2022-05-02 10:53:24
开开同学你好，写的时候，要表达出两点：
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, otherwise it will generate significant loss.
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