多因子模型最大的优点不包括(　)。

2023-07-26

A.调整组合业绩

B.提高了大规模资产组合的风险度量难度

C.降低了大规模资产组合的估计和预测难度

D.方便基金经理对资产组合风险进行分解

参考答案：B

多因子模型最大的优点之一在于大大降低了大规模资产组合的风险度量、估计和预测难度，方便基金经理对资产组合风险进行分解，从因素角度【解析】资产组合的风险和收益来源(包括潜在和实现的)，从而进行建模和评价，调整组合业绩。
【考点】被动投资和主动投资

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