问题如下图:
选项:
A.
B.
C.
解释:
能帮忙解释一下C选项吗?
NO.PZ2020020202000004 问题如下 Risk attribution ffers from return attribution in thit: A.is not concterelative to a benchmark. B.quantifies the risk consequences of the investment cisions. C.quantifies the investment cisions of the investment manager. B is correct. Risk attribution, unlike return attribution, attempts to quantify the risk consequences of the investment cisions. A is not correbecause risk attribution mconcteon either absolute or a relative basis. C is not correbecause risk attribution es not capture the return impaof a manager’s investment cisions. 原题的答案说risk归因定量了投资决策对风险的结果,那return归因不也有对于投资决策的拆解吗?
NO.PZ2020020202000004 问题如下 Risk attribution ffers from return attribution in thit: A.is not concterelative to a benchmark. B.quantifies the risk consequences of the investment cisions. C.quantifies the investment cisions of the investment manager. B is correct. Risk attribution, unlike return attribution, attempts to quantify the risk consequences of the investment cisions. A is not correbecause risk attribution mconcteon either absolute or a relative basis. C is not correbecause risk attribution es not capture the return impaof a manager’s investment cisions. 这题是说风险归因量化了风险, 而业绩归因没有量化风险的意思吗?c怎么理解?这个题目是不是放错练习题了, 应该放在PerformanAttribution吧?
NO.PZ2020020202000004 问题如下 Risk attribution ffers from return attribution in thit: A.is not concterelative to a benchmark. B.quantifies the risk consequences of the investment cisions. C.quantifies the investment cisions of the investment manager. B is correct. Risk attribution, unlike return attribution, attempts to quantify the risk consequences of the investment cisions. A is not correbecause risk attribution mconcteon either absolute or a relative basis. C is not correbecause risk attribution es not capture the return impaof a manager’s investment cisions. investment cision 指的就是仅仅return吗
NO.PZ2020020202000004 想问下这题目考察的知识点是什么。。。
看了下其他同学的问题还是不明白。 B Risk attribution, unlike return attribution, attempts to quantify the risk consequences of the investment cisions. 这句话怎么 C 为什么错误。