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16#
发表于 2011-4-23 11:47
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C) Allocation/selection attribution can lead to spurious correlations.
A) The amount of leverage used in the fund.
A) The results will look very similar to a returns-based style analysis.
A) Identify the fundamental factors that determine unsystematic returns.
B) Exposures to the factors need to be determined at the start of an evaluation period.
B) The strength of fundamental factor analysis is its simplicity and the reliability of the correlations it produces. |
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