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SUN · 2020年05月26日

问一道题:NO.PZ2020020202000004 [ CFA III ]

问题如下:

Risk attribution differs from return attribution in that it:

选项:

A.

is not conducted relative to a benchmark.

B.

quantifies the risk consequences of the investment decisions.

C.

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.

这个里面的risk consequences具体指什么?
1 个答案
已采纳答案

星星_品职助教 · 2020年05月26日

同学你好,

这个指的就是“投资有风险”中的“风险”,也就是做出特定investment decision之后,随之产生的和这个投资相关的,或者说由这个投资所导致的一系列风险。

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