波动性飙升之下，市场需要重新衡量一个问题

金十数据2022-03-27

从历史数据计算出的资产间相关性正大幅减弱，这意味什么？随着2022年市场波动性的剧增，近年来市场相对明显的回报相关性也在逐渐消失。金融分析师James Picerno提醒称，关于市场间关系及多元化收益程度的假设可能需要更新了。作为市场的风向，这三组Pacer Swan SOS Fund of Funds ETF|ETF组合的相关性一直广受投资者关注：美国股票（VTI）分别与美国债券（BND）、发达...

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Comments

xiaochoochoo
2022-03-27
xiaochoochoo
Yas!
AngSeong
2022-03-27
AngSeong
nice
ivyteo6911
2022-03-27
ivyteo6911
🙏🙏🙏

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