老师你好,请问B选项可以用这个角度理解吗:ACTR1+ACTR2=portfolio total risk
问题如下图:
选项:
A.
B.
C.
解释:
NO.PZ2018011501000011 怎么就拆分了总风险?什么意思?
NO.PZ2018011501000011 请问老师,是不是可以理解这里portfolio的风险已经通过MVO等方法确定了,是一个常数了。然后risk bueting 来分配风险到各个asset class?
NO.PZ2018011501000011 哪个名词是描述的呢? Risk XXX 的目标是最小化总风险?
NO.PZ2018011501000011 Statement 2 Statement 3 B is correct. The goof risk bueting is to maximize return per unit of risk. A risk buet intifies the totamount of risk anattributes risk to its constituent parts. optimum risk buet allocates risk efficiently. 考点risk bueting 解析risk bueting既考虑了风险又考虑了收益率,所以risk bueting的目标是使得每单位风险对应的收益率最大化,此时组合中excess return1/MCTR1=excess return2/MCTR2=...。 Statement 1说risk bueting的目标是最小化总风险,错。 Statement 3说每个资产的excess return/MCTR不相等才能达到最优,错。 所以正确可以认为前者既考虑风险又考虑收益,这点跟MVO一样;后者仅考虑风险吗?
Statement 2 Statement 3 B is correct. The goof risk bueting is to maximize return per unit of risk. A risk buet intifies the totamount of risk anattributes risk to its constituent parts. optimum risk buet allocates risk efficiently. 请问C想表达的是什么?可以一下吗?为什么不对?