发亮_品职助教 · 2018年05月26日
讲义这部分没用总结这点,在Performance evaluation那里有appropriate Benchmark的要求。
刚好利用这道题记住这个结论:
即,要有清晰、公开透明的进入benchmark标准,以及weighting标准、可投资性、每日valuation,可获得历史收益、benchmark turnover。如下:
In general, the use of an index as a widely accepted benchmark requires clear, transparent rules for security inclusion and weighting, investability, daily valuation and availability of past returns, and turnover.