土同學(xué)
2017-08-04 15:42關(guān)于RISK MANAGEMENT，P23-85的題目，題目中提問(wèn)的是not consistent with a risk-budgeting，怎么聽老師的即使反而C的答案變成是consistent with，是不是搞錯(cuò)了？
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1個(gè)回答
Irene助教
2017-08-08 17:09
該回答已被題主采納
同學(xué)你好。
麻煩你截一下圖，描述一下你的問(wèn)題。謝謝
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追問(wèn)
Risk Management: An Introduction
?Which of the following is not consistent with a risk-budgeting approach to portfolio management?
A.Limiting the beta of the portfolio to 0.75
B.Allocating investments by their amount of underlying risk sources or factors
C.Limiting the amount of money available to be spent on hedging strategies by each portfolio manager
?Correct Answer: C
Risk budgeting does not require nor prohibit hedging, although hedging is available as an implementation tool to support risk budgeting and overall risk governance -
追答
學(xué)員你好，確實(shí)是講錯(cuò)了，hedging是risk budgeting的手段之一沒錯(cuò)，但risk budgeting是按資產(chǎn)的風(fēng)險(xiǎn)屬性分配的，而非資產(chǎn)管理人，所以C不是風(fēng)險(xiǎn)預(yù)算
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