陈同学2024-09-22 18:17:16

原版书课后题：The most appropriate risk attribution approach for the fixed-income manager is to:A. decompose historical returns into a top-down factor framework.B. evaluate the marginal contribution to total risk for each position. C. attribute tracking risk to relative allocation and selection decisions. 我选的是A，因为文章中提到“manager has strong views about the effects of macroeconomic factors on credit markets and follows a top-down investment process.” 既有factor还有topdown 所以这道题为什么还要选 相对指标？