c**********e
发帖数: 2007 | 1 For long position, the excess return is simply the return minus the risk
free rate (or minus the cost of capital).
But what is the excess return of short selling? Is the return plus the risk
free rate?
Thank a ton. | d*j
发帖数: 13780 | 2 好像是的
叫做什么 short rebate
risk
【在 c**********e 的大作中提到】
: For long position, the excess return is simply the return minus the risk
: free rate (or minus the cost of capital).
: But what is the excess return of short selling? Is the return plus the risk
: free rate?
: Thank a ton.
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