麻烦给发一下这个知识点，这个选择归因方法的依据是什么

NO.PZ2022122701000022

问题如下：

Steve Beckman manages the Global Equity Fund (Fund) at NavalMemes Asset Management. Beckman uses a top-down investment approach that utilizes technical analyses and econometric models to forecast country and sector return expectations. Beckman does not take idiosyncratic risks, and he hedges the aggregate market risk of the Fund. The Fund seeks a target rate of return (minimum acceptable return) of T-bill return plus 4%.

Recommend the risk attribution approach best suited in evaluating the Fund.

选项：

解释：

Steve Beckman manages the Global Equity Fund as a top-down manager with an absolute return target. Using a factor’s marginal contribution to total risk and specific risk is the best approach to evaluate the Fund.

麻烦给发一下这个知识点，这个选择归因方法的依据是什么

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笛子_品职助教 · 2023年07月19日

嗨，努力学习的PZer你好：

麻烦给发一下这个知识点，这个选择归因方法的依据是什么

知识点可以看强化讲义22页的表格。

根据表格中特征，对应到各个象限就可以。

本题是top down又是absolute，因此对应到：

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就算太阳没有迎着我们而来，我们正在朝着它而去，加油！

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NO.PZ2022122701000022 问题如下 Steve Beckmmanages the GlobEquity Fun(Fun NavalMemesAsset Management. Beckmuses a top-wn investment approathutilizestechnicanalyses aneconometric mols to forecast country ansector returnexpectations. Beckmes not take iosyncratic risks, anhe hees theaggregate market risk of the Fun The Funseeks a target rate of return(minimum acceptable return) of T-bill return plus 4%.Recommenthe riskattribution approabest suitein evaluating the Fun Steve Beckmanmanages the GlobEquity Funa top-wn manager with absolute returntarget. Using a factor’s margincontribution to totrisk anspecific riskis the best approato evaluate the Fun 这个和approach里的specific risk有关系吗，需要说因为fun有承担iosyncratic risks所以不需要attribute factor‘s margincontribution to specific risk吗

2023-07-25 22:26 1 · 回答

麻烦给发一下这个知识点，这个选择归因方法的依据是什么

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