哈同学2018-02-08 14:06:22
算这道题,应该用actual return还是benchmark return?题我会算,就是不知道应该用哪个数算
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Irene2018-02-14 12:12:59
同学你好。
以下摘自2018原版书:
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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