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陆大善人 · 2021年03月22日

这句话为什么不对

* 问题详情,请 查看题干

NO.PZ201909300100000201

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.

老师您好, 请问这句话为啥不对 Performance attribution draws conclusions regarding the quality of a portfolio manager’s investment decisions.


我的理解就是通过业绩归因 能看出基金经理的投资决策质量, 为啥不对啊?


谢谢

1 个答案

吴昊_品职助教 · 2021年03月22日

嗨,从没放弃的小努力你好:


同学你好:

responset 1对应的是performance apprisal,而不是Performance attribution,所以response1不对。

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努力的时光都是限量版,加油!