嘉信理财警示:投资组合配置1%-3%到BTC/ETH即可明显影响风险特征

BTC-2,56%
ETH-3,93%

Gate News消息,4月7日,美国金融巨头嘉信理财(Charles Schwab)发布研报警示,即使在投资组合中仅分配1%-3%的资金到比特币或以太坊,也可能显著改变投资组合的整体风险特征。研报指出,比特币和以太坊历史上均出现超过70%的跌幅,远高于股票或债券波动水平,因此小额配置也能在市场波动期产生明显影响。嘉信理财提出两种加密资产配置方法:一是传统投资组合理论法,依据预期收益、波动率和相关性分配;二是风险预算法,根据愿意承担的风险决定加密资产占比,将重点从回报转向风险承受能力。

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