有的考生已經趕在早鳥價報名了12月FRM考試，在報名過后，就是要進行備考了。在備考中，考生遇到一些問題，比如，FRM二級考試公式，備考中真的重要嗎？

關于FRM公式，在備考中當然很重要了，因此在實際的考試中是有大量的計算題的，這時候就需要用到FRM公式了。考生在平常一定要掌握一定的量，還需要熟練運用。

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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】點擊下載FRM二級思維導圖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).

如果想要獲得更多關于FRM考試的相關公式，點擊在線咨詢或者添加融躍老師微信（rongyuejiaoyu）！