老师,这个题说基金经理D在前公司的composite的业绩可以link到新公司里的策略,这是为什么?之前的composite是之前的,现在他到了新公司肯定重新创建composite吧,2个composite的业绩不可以link吧,即便投资逻辑一样。那也是2个composite啊
韩韩_品职助教 · 2021年05月09日
嗨,努力学习的PZer你好:
具体解释在这里:
The “portability” of past performance is a complex and sometimes contentious subject. Performance from a past firm or affiliation may be linked to the performance of the new or acquiring firm if the new or acquiring firm meets certain requirements. The requirements, which apply on a composite-specific basis, are that (1) substantially all the investment decision makers are employed by the new or acquiring firm, (2)the decision-making process remains substantially intact and independent within the new or acquiring firm, (3) the new or acquiring firm has records that document and support the reported performance, and (4) there must be no break in the track record between the past firm or affiliation and the new or acquiring firm.
----------------------------------------------就算太阳没有迎着我们而来,我们正在朝着它而去,加油!
lixiaobai · 2021年05月09日
他这里说的是acquiring firm,就是新公司收购了老公司时才可以,我们这个题里这个人只是跳槽,没有提到收购的事啊