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Adam2020-09-11 10:10:56
同学你好,
这三个只是基本假设:
1:Asset returns can be explained by systemic factors.资产收益由因素模型决定.
2:By using diversification, investors can eliminate specific risk from their portfolios.分散化可消除特定风险因子
3:There are no arbitrage opportunities among well-diversified portfolios. If any arbitrage opportunities were to exist, investors would exploit them away.无套利
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