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梁 · 2022年03月26日

官网题目答案是C

Statement 1The most attractive feature of long–short equity managers is the lower beta sensitivity to equity markets than long-only equity managers.

Statement 2Dedicated short-bias managers typically benefit from higher levels of leverage and more frequent use of leverage than long–short or equity market neutral strategies.

Statement 3Equity market–neutral managers are likely to have high levels of diversification and turnover ratios.

Which of Pukitis statement’s to Chu regarding equity-related hedge fund managers is most likely correct?

  1. Statement 1
  2. Statement 2
  3. Statement 3

Q'老师Long short 觉得并没有做到分散吧 long overvalue short undervalued


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伯恩_品职助教 · 2022年03月28日

嗨,努力学习的PZer你好:


老师Long short 觉得并没有做到分散吧 ——是分散的啊,long和short必然把一部分β对冲掉了(β是指共同受影响的因素,比如加息,那么long的就亏损了,short的就赚了,然后两边一加就没了。也就是不受这个β的影响了)

long overvalue short undervalued——这个是说什么?


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