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blueair · 2020年03月16日

问一道题:NO.PZ201909300100000201

* 问题详情,请 查看题干

问题如下:

1 Which of Bragg’s responses regarding effective performance attribution is correct?

选项:

A.

Only Response 1

B.

Only Response 2

C.

Both Response 1 and Response 2

解释:

B is correct.

Performance attribution helps explain how performance was achieved; it breaks apart the return or risk into different explanatory components. Effective performance attribution must account for all of the portfolio’s return or risk exposure, reflect the investment decision-making process, quantify the active decisions of the portfolio manager, and provide a complete understanding of the excess return/risk of the portfolio.

请问Response-1为什么不对?

1 个答案

星星_品职助教 · 2020年03月17日

同学你好,

response 1描述的是投资决策的“quality”,这是performance appraisal的内容,不属于attribution。