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Viva · 2020年11月26日

问一道题:NO.PZ2020020202000005

问题如下:

An analyst is most likely to use returns-based attribution when:

选项:

A.

the portfolio has a low turnover.

B.

the holdings for the portfolio are not available.

C.

she wants the analysis to be as accurate as possible.

解释:

B is correct. Returns-based attribution is typically used when the holdings data are not available. Neither A nor C is correct because returns-based attribution is the least accurate of the three approaches.

A为什么不对

1 个答案

吴昊_品职助教 · 2020年11月27日

同学你好:

A选项描述的是holding base的特点,而不是return base。Holding base用于little turnover是因为Holding base只是针对某个时间点的holding做研究。时间点之前之后holding的改变turnover无法得知。参考基础班讲义P102页。