The London-based New York-listed GLG Partners, with an estimated$ 14bn in assets under management, has seen its equity market neutral fund return 77.8 per cent for clients so far this year. 在纽约上市的伦敦对冲基金公司GLGPartners管理的资产据估计达140亿美元,今年迄今,它的股票市场中性基金为客户实现的回报率达到77.8%。
The world of risk neutral is an imaginary world in which the expected return rate of all risky assets equals to risk-free return rate. 风险中性的世界是一个假想的世界,在风险中性世界中所有风险资产的预期收益率等于无风险收益率。
The statistical arbitrage discussed in this paper is a market neutral investment strategy, and it can get a stable return whether in a bear market or bull market. 本文中讨论和研究的统计套利方法就是一种具有市场中性的投资策略,无论是在熊市还是牛市都能获得稳定回报。