标题: S11 R32 Active Returns [打印本页] 作者: John10 时间: 2011-7-13 16:05 标题: S11 R32 Active Returns
When asked to find the active risk, which do you subtract:
Normal Benchmark or Investor's Benchmark
from manager's return? Always get confused on this.
Thanks in advance.作者: liangfeng 时间: 2011-7-13 16:05
It is the normal benchmark which is the portfolio benchmark or the manager's benchmark.作者: pennyless 时间: 2011-7-13 16:05
idreesz Wrote:
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> It is the normal benchmark which is the portfolio
> benchmark or the manager's benchmark.
