蹦同學
2022-08-15 12:52第一題說include the impact of specific active investment decisions，那不應該是transaction-based嗎
所屬：CFA Level III > Trading, Performance Evaluation, and Manager Selection 視頻位置 相關試題
來源： 視頻位置 相關試題
1個回答
開開助教
2022-08-15 16:04
該回答已被題主采納
同學你好，return based也可以include the impact of specific active investment decisions and the attribution effects of allocation and security selection in the report.
所謂specific active investment decisions就是在因子/sector上的active weight和security selection。
而return based attribution也可以體現(xiàn)這些主動決策的影響，并歸因到factor tilt return（體現(xiàn)allocation）和 security selection。
【點贊】喲~。加油，祝你順利通過考試~
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