NO.PZ2023021601000082
问题如下:
Risk budgeting includes all of the following except:
选项:
A.determining the target return.
B.quantifying tolerable risk by specific metrics.
C.allocating a portfolio by some risk characteristics of the investments.
解释:
Risk budgeting does not include determining the target return. Risk budgeting quantifies and allocates the tolerable risk by specific metrics.我想问下关于risk management framework是不是跟return就没有关系,一般看到return就是错的?