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?