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Or are you going to manage each individual asset class actively, trying to beat the market and generate risk-adjusted excess returns?
还是积极管理每项资产,力求获得市场水平以上的回报率,以及风险调整后的超额收益
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The only risks that are left are risks that everyone shares, so you would see planet-wide risks expressing themselves in consumption, but nothing else.
唯一剩下的风险,就是每人分担的那些风险，所以你会看到全球的市场风险,以消费的形式表现出来，再无其他。
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Suppose you step out in the risk spectrum and put a dollar into the bond market.
假设你愿承担更多风险,将一美元投资于债券市场
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Anytime there's a risk that hits one person or one country the financial markets would spread it out over everybody and it gets very small.
如果有风险袭击一个人或者一个国家,金融市场就会将风险分摊到所有人身上,风险就变得微乎其微。
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As a matter of fact,there might not even be a benchmark against which you can measure results and you'd think about the venture capital world.
事实上,甚至也许没有一个指标,能用来衡量这些市场的投资结果,想想风险投资领域
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You have to limit your exposure to risky asset classes to a level that allows you to sustain those positions even in the face of terribly adverse market conditions.
你必须把手中持有的风险资产,限制在一个合适的比例水平,并且即使到了最差的市场环境下,你依旧能够承受这些风险资产
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What they argued in this paper was that, if we had perfect risk management, then there would be perfect correlation of consumption across countries because if we get rid of the idiosyncratic risks, then all that's left is planet-wide risks.
他们在论文中的观点是，如果我们有完善的风险管理,那在不同国家之间的消费呈完全相关,因为如果我们消除了特有风险，那只剩下全球范围内的市场风险。
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I mean,this romantic notion of what goes on in Silicon Valley actually still holds true in a lot of cases but there's absolutely no way, as a venture capital investor, you could index the venture capital market.
比如,硅谷崛起的故事,实际上许多其他地方也有类似的例子,但是对于风险投资者来说,指数化风险资本市场,是绝对不可能的
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of a stock is how much it reacts to movements in the market portfolio.
一只股票风险指标β系数直接反应出，The，β,市场组合变动与投资收益的相关性。
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It will be about the securities market line, about the beta, about the mutual fund theorem, and it will also be about institutions that we have--about investment companies and their management.
证券市场的风险线,beta系数,共同基金定律,还有当下的一些金融机构,包括投资公司,以及他们的管理
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