老师,请问一下三级业绩归因科目,P.E.,上午题计算业绩归因的时候,下面这种缩略版可以嘛?
答案完整版本:
i. The pure sector allocation return for Consumer Durables equals (wpj – wBj) × (rBj – rB).
where:
wpj = Portfolio weight of sector j
wBj = Benchmark weight of sector j
rBj = Benchmark return of sector j
rB = Overall benchmark return
= (26.3% – 21.9%) × (4.90% – 2.80%) = 0.092% or nine basis points.
缩略版:
i. The pure sector allocation return for Consumer Durables equals (wpj – wBj) × (rBj – rB).
so,
(wpj – wBj) × (rBj – rB)= (26.3% – 21.9%) × (4.90% – 2.80%) = 0.092%
不定义英文符号,这样可以嘛?