NO.PZ2020021002000122
问题如下:
Roll noted that well diversified portfolios are nonetheless highly correlated if the holdings are concentrated within the same asset class. True or false? Explain.
选项:
A.True
B.False
解释:
True
Roll noted that well-diversified portfolios exhibit high correlations when constrained to the same asset class, whereas there is much less correlation when portfolios are diversified across multiple asset classes.
请问这里的Roll 是什么?人名吗