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来自:FRM > 一级 > Valuation and Risk Management 2021-01-15 14:31
directional risk relative risk absolute risk在教材的哪里呢
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研究院赵老师    2021-01-16 08:12

致精进的你:

Absolute risk refers to the total possible losses over a horizon. Relative risk is measured by tracking error, which is the dollar loss relative to a benchmark return.

The real talent is resolute aspirations.
真正的才智是刚毅的志向。

回答2021-01-16 08:13

Absolute risk refers to the total possible losses over a horizon. Relative risk is measured by tracking error, which is the dollar loss relative to a benchmark return.

回答2021-01-16 08:13

Absolute risk refers to the total possible losses over a horizon. Relative risk is measured by tracking error, which is the dollar loss relative to a benchmark return.

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