ly2023-08-11 16:56:06

老师，您好，怎么理解Risk factor-based 更robust以下是题目，谢谢啦/题目In order to explain the new strategic asset allocation to the investment committee, Kroll asks Park why a risk factor-based approach should be used rather than a mean–variance-optimization technique. Park makes the following statements: Statement 3 Risk factor-based approaches to asset allocation produce more robust asset allocation proposals. Statement 4 A mean–variance optimization typically overallocates to the private alternative asset classes due to stale pricing.