p********0
发帖数: 186 | 1 请叫大拿，
机与portfolio theory, high risk will be compensated in the long run.
What's the most effective way of increase a portfolio's risk so it will have
a higher return in the long run, compute historical beta and construct
portfolios with higher beta?
Or beta1 beta2 based on Famma French?
多谢 |
G*****3
发帖数: 71 | 2 The most effective way of increase risk as well as return is leveraging up. |
z*********r
发帖数: 298 | 3 这位同学是在拿自己的钱做么，要是想研究公司用的Strategy的话建议你不要往这个方
向想了，现在公司的Risk Control是异乎寻常的严，一天应该控制在50BPs之内的 |
p********0
发帖数: 186 | 4 Company is an index fund, but boss believe that some portfolio(strategy) can
take on more risk so will have high return in the long run.
We are looking for new risk factor like cost of capital instead of simply
leveraging up. |
i*****r
发帖数: 1302 | |
