问一道题：NO.PZ201909300100000301 第1小题 [ CFA III ]

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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.

return based 可以满足第二个要求:“attribution effects of allocation and security selection in the report ”？

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1 个答案

星星_品职助教 · 2020年03月30日

可以

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2020-10-26 17:18 1 · 回答

uses the unrlying holngs of the actuportfolio. is the most fficult antime consuming to implement. A is correct. The committee scribea return-baseattribution, whiis the least accurate of the three approaches (the return-base holngs-base transaction-baseapproaches). Return-baseattribution uses only the totportfolio returns over a perioto intify the components of the investment process thhave generatethe returns. 请问factor-base怎么反映security selection的，谢谢！

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问一道题：NO.PZ201909300100000301 第1小题 [ CFA III ]

1 个答案

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