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Что такое Смещение подстановки?

Смещение подстановки A bias that occurs when historical data are added to a database after favorable performance has already been observed, overstating long-term performance of investment funds or strategies.

Source: CFA Institute, IFRS Foundation, FASB (GAAP), Basel III Framework

How is “Смещение подстановки” Used in Practice?

Индексы хедж-фондов особенно подвержены смещению подстановки, что затрудняет сравнение их доходности с паевыми фондами.

Certification Exam Relevance

CFAACCAFRM

Who Needs to Know This Term?

  • Financial Analysts
  • Bankers
  • Traders

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Frequently Asked Questions

Что такое Смещение подстановки?

A bias that occurs when historical data are added to a database after favorable performance has already been observed, overstating long-term performance of investment funds or strategies.

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