老师，这题为什么会increase tracking error? portflio diversifitcation increase, stock number是比benchmark多的，active risk which is attributed from active return is lower. then tracking erorror is lower (RP-RB is lower) 这样理解不就是应该decrease tracking error?
antata9089 · 2021年05月17日
老师，这题为什么会increase tracking error? portflio diversifitcation increase, stock number是比benchmark多的，active risk which is attributed from active return is lower. then tracking erorror is lower (RP-RB is lower) 这样理解不就是应该decrease tracking error?
请删掉这个 提交重复了