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猫猫酱 · 2020年08月07日

问一道题:NO.PZ2018091701000107 [ CFA II ]

问题如下:

Which type of market participant is mostlikely to consistently express risk measures as a percentage of assets andrelative to a benchmark?

选项:

A.

Banks

B.

Corporations

C.

Long-onlyasset managers

解释:

C is correct. Long-only asset managers most commonly express risk measures in percentage terms and relative to a benchmark, whereas the entities in answers A and B measure risk more commonly in currency units and in absolute terms
(not relative to a benchmark). Banks occasionally express risk measures, such as economic capital, as a percentage of assets or other balance sheet measures, but bank risk measures are typically expressed in currency units.


老师,long only asset和long-short asset有什么区别呀?

2 个答案

丹丹_品职答疑助手 · 2020年08月10日

嗨,努力学习的PZer你好:


恩恩,因为基金类型不同。有一种我记得有提及的是long-short equity fund说的是对冲基金,策略是使beta=0。其他类型的类型我们可以具体具体分析。


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就算太阳没有迎着我们而来,我们正在朝着它而去,加油!


丹丹_品职答疑助手 · 2020年08月09日

嗨,从没放弃的小努力你好:


同学你好,教材中似乎没有long-short asset,请问你是从哪里看到的?


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就算太阳没有迎着我们而来,我们正在朝着它而去,加油!


猫猫酱 · 2020年08月09日

好像听老师上课提了一嘴,但是没有细说