[CFA] [求助]如何降低风险 [推广有奖]

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tamalu 发表于 2014-4-8 22:47:47 |AI写论文

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风管自学小白再次请教各位大神！！

问题是这样的：You have a portfolio which at the start of the data series was worth 2 million pounds. Your portfolio is not actively managed, so that your holdings of each asset remain unchanged. Explain how to reduce your risk exposure for tomorrow had you been able to adjust your portfolio on today.

我的思路是根据modern portfolio theory，就是调整投资比例。不知道这样想对不对？

望各位能给点启发和指导，谢谢了~