标题: Active Manager Q [打印本页] 作者: ShooterMcCFA 时间: 2013-4-22 06:58 标题: Active Manager Q
To determine if a fixed-income/equity managers are active.
1. Fixed Income manager:
Active as long as the duration is not matched.
2, Equity Manager:
RBSA: R2 HBSA: weight mismtch
Anything I missed? TIA.作者: burnsy562000 时间: 2013-4-22 06:59
is that 85% cutoff in the curriculum?作者: parott 时间: 2013-4-22 06:59
No, it’s just a conservative estimate. On P230, Example 6, a manager with R2=91.9% is active.作者: thommo77 时间: 2013-4-22 06:59
Doesn’t that contradict your 85%? I thought I remember a 95% in Schweser or somewhere. Below 95% is active.
