问题如下:
Risk attribution differs from return attribution in that it:
选项:
A.is not conducted relative to a benchmark.
quantifies the risk consequences of the investment decisions.
quantifies the investment decisions of the investment manager.
解释:
B is correct. Risk attribution, unlike return attribution, attempts to quantify the risk consequences of the investment decisions. A is not correct because risk attribution may be conducted on either an absolute or a relative basis. C is not correct because risk attribution does not capture the return impact of a manager’s investment decisions.
老师你好,没看明白答案对于C的解释,风险归因不同于收益归因,是因为风险可以量化投资决策是风险结果,量化投资决策是指收益归因吗