FRM资讯

FRM 其它课程 金程教育 · 金色前程 · 在你我手中

考试题库课程直播资料

FRM二级每日一题 【风险管理与投资管理】

发表时间:2015-02-10 来源:金程frm 告诉小伙伴:
【编者按】
Which concept gives a measure of historical value added per unit of risk taken and can be useful, among other tools, to risk managers?
  • Tracking error
  • Model alpha
  • Information ratio
  • Heteroskedasticity

Answer: C

William Sharpe developed the concept of information ratio to describe the value added per unit of risk by a manager or activity. Tracking error is an estimate of how much risk a manager takes as a measure of the deviation from a benchmark.

400-700-9596
(每日9:00-21:00免长途费 )

©2014金程网校保留所有权利

TOP
X

注册金程网校

同意金程的《用户协议》

已有账号,马上登录