- UID
- 223366
- 帖子
- 475
- 主题
- 101
- 注册时间
- 2011-7-11
- 最后登录
- 2016-4-18
|
| BiPolarBoyBoston is right. It is covered in CFA curriculum. Take the difference of portfolio performance with what the portfolio performance would've been if the weight to each stock was fixed and equal to the average weight across time. For example, if during period 1, stock A had weight on 2% and during period 2 weight of 0%, then the average is 1%. Does that help? |
|
发表于 2011-10-14 20:25
|