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2023-02-19 18:51怎么知道要用twr計算
所屬:CFA Level III > Ethical and Professional Standards 視頻位置 相關(guān)試題
來源: 視頻位置 相關(guān)試題
1個回答
Johnny助教
2023-02-19 20:42
該回答已被題主采納
同學(xué)你好,講義有如下內(nèi)容:If returns are not calculated daily and the portfolio receives an intra-month large cash flow, the portfolio must be valued and a sub-period return must be calculated at the time of the large cash flow 遇到大額現(xiàn)金流就必須要對組合進(jìn)行估值并且計算期間收益率,也就是以期間收益率的幾何連乘形式來計算總體收益率,即TWRR
