NO.PZ2019012201000080
问题如下:
Which of following is not a risk measure of Formal Constraints?
选项:
A.Conditional Value at risk (CVaR).
B.Net exposures to risk factors.
Skewness.
解释:
Net exposures to risk factors is a Heuristic Constraint ,not a risk measure of Formal risk.
is this knowledge still active in current learning objective?