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Analysis

Что такое Атрибуция доходности?

Атрибуция доходности A process in portfolio analysis that quantifies the impact of various investment decisions, such as asset allocation and security selection, on the overall return relative to a benchmark.

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

How is “Атрибуция доходности” Used in Practice?

Атрибуция доходности показала, что распределение по секторам больше способствовало избыточной доходности, чем выбор отдельных ценных бумаг.

Certification Exam Relevance

CFAACCAFRM

Who Needs to Know This Term?

  • Financial Analysts
  • Bankers
  • Traders

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Frequently Asked Questions

Что такое Атрибуция доходности?

A process in portfolio analysis that quantifies the impact of various investment decisions, such as asset allocation and security selection, on the overall return relative to a benchmark.

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