哈同學(xué)
2018-02-08 14:06算這道題，應(yīng)該用actual return還是benchmark return？題我會算，就是不知道應(yīng)該用哪個數(shù)算
所屬：CFA Level III 視頻位置 相關(guān)試題
來源： 視頻位置 相關(guān)試題
1個回答
Irene助教
2018-02-14 12:12
該回答已被題主采納
同學(xué)你好。
以下摘自2018原版書：
From a value-metric perspective, the incremental contribution of the Asset Category investment strategy is found by investing each asset category’s policy proportion of the Fund’s beginning value and all net external cash inflows at the differential rate between the asset category’s benchmark rate of return and the risk-free rate, and then summing across all asset categories.
所以用benchmark rate of Return
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