然而，他补充道：“这对于成比例的损失率中小小的变化都高度敏感，因为这些有毒资产的数目太大，并且被掩盖的时间太长。”
However, he added: "This is highly sensitive to small changes in the proportionate loss rate because the amount of assets is so big and the length of time that the assets are covered."
最优策略对管理者的风险厌恶程度、资产波动率和流动性系数较为敏感，而对证券超额收益率敏感程度较低。
The strategy is sensitive to the manager′s risk tolerance, the asset volatility rate and the liquidity coefficient, but it is insensitive to the security excess return rate.
最优策略对管理者的风险厌恶程度、资产波动率和流动性系数较为敏感，而对证券超额收益率敏感程度较低。
The strategy is sensitive to the manager′s risk tolerance, the asset volatility rate and the liquidity coefficient, but it is insensitive to the security excess return rate.
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