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Pina · 2021年01月06日

问一道题:NO.PZ2018091701000107

问题如下:

Which type of market participant is most likely to consistently express risk measures as a percentage of assets and relative to a benchmark?

选项:

A.

Banks

B.

Corporations

C.

Long-only asset 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.


老师好, Long-only asset managers most commonly express risk measures in percentage terms and relative to a benchmark 是不是也是active share的意思? 谢谢。

1 个答案

星星_品职助教 · 2021年01月07日

同学你好,

这句话的意思字面理解就可以,不能等同于active share。这个概念在二级用的很少。