有的考生已經(jīng)趕在早鳥價(jià)報(bào)名了12月FRM考試，在報(bào)名過后，就是要進(jìn)行備考了。在備考中，考生遇到一些問題，比如，F(xiàn)RM二級(jí)考試公式，備考中真的重要嗎？

關(guān)于FRM公式，在備考中當(dāng)然很重要了，因此在實(shí)際的考試中是有大量的計(jì)算題的，這時(shí)候就需要用到FRM公式了?？忌谄匠Ｒ欢ㄒ莆找欢ǖ牧?，還需要熟練運(yùn)用。

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? Screens simply choose assets by ranking alpha.

? Stratification chooses stocks based on screens; includes assets from all asset classes.

? Linear programming attempts to construct a portfolio that closely resembles the benchmark.

? Quadratic programming explicitly considers alpha, risk, and transaction costs.

Factor Risks：

Represent exposures to bad times; must be compensated for with risk premiums. Factor risk principles:

? It is not exposure to the specific asset that matters, rather the exposure to the underlying risk factors. 》》》點(diǎn)我咨詢21年FRM備考技巧

? Assets represent bundles of factors, and assets’ risk premiums reflect these risk factors.

? Investors have different optimal exposures to risk factors, including volatility.

Performance Attribution：

Asset allocation attribution equals the difference in returns attributable to active asset allocation

decisions of the portfolio manager.【資料下載】點(diǎn)擊下載FRM二級(jí)思維導(dǎo)圖PDF版

Selection attribution equals the difference in returns attributable to superior individual security selection (correct selection of mispriced securities) and sector allocation (correct over- and underweighting of sectors within asset classes).

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