珊同学2022-06-09 20:26:38

在AA 原版书中 有这么一段话：Pairwise asset class correlations are often useful information and are readily obtained. However, in evaluating an investment’s value as a diversifier at the portfolio level, it is important to consider an asset in relation to all other assets as a group rather than in a one-by-one (pairwise) fashion. It is possible to reach limited or incorrect conclusions by solely considering pairwise correlations. 该怎么理解呢？