可同學(xué)
2020-02-17 22:42老師,第6題。我記得上課講RBSA是回歸,回歸要用到大量數(shù)據(jù),那為啥選B?
所屬:CFA Level III > Trading, Performance Evaluation, and Manager Selection 視頻位置 相關(guān)試題
來源: 視頻位置 相關(guān)試題
1個(gè)回答
Chris Lan助教
2020-02-18 23:21
該回答已被題主采納
同學(xué)你好
Although RBSA adds the additional analytical step of estimating the risk factors, the analysis is straightforward and typically does not require a large amount of additional, or difficult to acquire, data. 雖然RBSA增加了額外的分析步驟來估計(jì)風(fēng)險(xiǎn)因素,但是分析是直觀的,通常不需要大量的額外數(shù)據(jù),或者很難獲得數(shù)據(jù)。
RBSA這種做法只需要自己的業(yè)績歷史記錄和風(fēng)格指數(shù)的歷史業(yè)績數(shù)據(jù),所以不需要很多的數(shù)據(jù)。而且原文說了does not require a large amount of additional,所以B這個(gè)說法是正確的。
