题目
Which of the following are valid uses of Value at Risk? I Setting risk limits II Maximizing returns III Comparing risk across asset classes IV Identifying key risk factors in a portfolio
选项
A.I and III
B.II and IV
C.I, III and IV
D.II, III and IV
答案
C
解析
VaR was originally developed as a framework for setting risk limits for traders and portfolio managers. Its use has been extended to the identification of risk factors and to compare risks across asset classes.VaR最初是作为为交易员和投资组合经理设置风险限制的框架而开发的。 它的用途已扩展到识别风险因素并比较资产类别之间的风险