安同学2020-06-08 21:48:10
422页ppt composite的只能是真实业绩?模拟的怎么办?
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Chris Lan2020-06-09 09:23:09
同学你好
Composites cannot include simulated, backtested, or model portfolios (The GIPS Guidance Statement on the Use of Supplemental Information states that model, hypothetical, backtested, or simulated returns can be shown as supplemental information but cannot be linked to actual composite returns.)
composite必须是真实的,模拟的可以以附加信息中展示。
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