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.

这道题里面的你二个描述，是三种方法都可以满足吗？还是只有return base满足？感觉没学过相关的说法

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吴昊_品职助教 · 2020年07月18日

同学你好：

三者都满足的，这其实说的就是performance attribution（可以近似看成return attribution）的含义了。所以这道题的解题思路就是从特征1来识别出是return-based attribution。

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NO.PZ201909300100000301问题如下1 Of the three attribution approaches referenceTolmach, the methorequestethe committee:A.is the least accurate.B.uses the unrlying holngs of the actuportfolio.C.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.第二个描述的中文翻译？

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2021-05-16 10:50 1 · 回答

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这一题committe要求 (1) apply the attribution methothuses only eafuns totportfolio returns over the last 12 months to intify return-generating components of the investment process an(2) inclu the impaof specific active investment cisions anthe attribution effects of allocation ansecurity selection in the report。第一点看出来是return-base第二点specific active investment cisions不是指transaction-baseattribution吗？这个点在哪里呢，回去看讲义也没有找到

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 ]

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