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露露66 · 2023年12月07日

第二个描述的中文翻译？

  1. CFA III
  2. Trading&Performance

* 问题详情，请 查看题干

NO.PZ201909300100000301

问题如下：

1 Of the three attribution approaches referenced by Tolmach, the method requested by the committee:

选项：

A.

is the least accurate.

B.

uses the underlying holdings of the actual portfolio.

C.

is the most difficult and time consuming to implement.

解释：

A is correct.

The committee described a return-based attribution, which is the least accurate of the three approaches (the return-based, holdings-based, transaction-based approaches). Return-based attribution uses only the total portfolio returns over a period to identify the components of the investment process that have generated the returns.

第二个描述的中文翻译？

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1 个答案

笛子_品职助教 · 2023年12月08日

嗨，从没放弃的小努力你好：


分析在资产配置（allocation）与选股（security selection）方面的主动投资行为，对portfolio总收益的影响。

从原版书文字来看，这属于收益归因的内容。

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