有没有哪位朋友比较熟悉l'attribution de la performance的？

Dillon

不懂，帮顶

fredfeng

Ratio d'information.

I'm not at all expert, but for this matter, the main concerns about the Alpha and Beta.

and some important ratios. but all the ratios today are not good enough to take in consideration of risk attribution. so all the attribution model should be amended by the risk attribution model.

may this can help

nautygirl

depends on your criteria of attribution.

search for 'modified dietz' on google, it's quite a precise model.g'luck

[ 本帖最后由 nautygirl 于 2008-7-9 17:23 编辑 ]