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- 285
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- 2011-7-2
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- 2015-1-30
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Malawyer,
The formula for market allocation is : (Wj - Wj*)xIj (on page 213)
it means the over/underweight is only multiplied by benchmark return in local currency.
Im still confused.
maybe pfcfaataf is right that these two are different things?? |
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发表于 2011-7-11 19:45
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