选项C

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NO.PZ201909300100000301

问题如下：

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

选项：

is the least accurate.

uses the underlying holdings of the actual portfolio.

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.

C描述的是哪一种方法？factor-based？

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1 个答案

王暄_品职助教 · 2024年12月18日

是的，您的理解正确，C描述的是 Factor-based 方法，即因素归因方法。

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