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今天也要来一杯 · 2020年03月01日

问一道题：NO.PZ201909300100000305

  1. CFA III
  2. Trading&Performance

* 问题详情，请 查看题干

问题如下：

5 Based on Exhibit 2, the allocation effect for South America is closest to:

选项：

A.

-0.04%

B.

0.03%

C.

0.20%

解释：

C is correct.

The allocation effect for South America is 0.20%.
Allocation = (wi – Wi)(Bi – B) = (20.38% – 18.82%)(35.26 – 22.67%) = 0.1964% = 0.20%

请问什么时候用 (wi – Wi)(Bi – B)，什么时候用(wi – Wi) *B

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星星_品职助教 · 2020年03月01日

同学你好，

这个老师上课讲过，如果题目中强调了用Brinson Model，则优先用 (wi – Wi) *B，如果啥都没说，那么 (wi – Wi)(Bi – B)的可能性大，优先用这个。

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