Jophia2020-10-19 10:00:38
JophiaC错在哪里？以及apt假设有哪些
回答（1）
Jenny2020-10-22 13:36:46
Jenny同学你好，
解释因子的系数是有可能为负的，只要她对收益有显著解释效力就应该包含进去。
apt 假设：
Asset returns can be explained by systemic factors.
By using diversification, investors can eliminate specific risk from their portfolios.
There are no arbitrage opportunities among well-diversified portfolios. If any arbitrage opportunities were to exist, investors would exploit them away.
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