Skip to content

Incremental return contribution of the asset category (benchmark) investment strategy [Formula]

April 28, 2018

Rac = ∑wi * (Rci – Rf)

Rci = the return on the ith asset category

Rf = risk-free rate

A = the number of asset categories

Advertisements
Leave a Comment

Leave a Reply

Fill in your details below or click an icon to log in:

WordPress.com Logo

You are commenting using your WordPress.com account. Log Out /  Change )

Google+ photo

You are commenting using your Google+ account. Log Out /  Change )

Twitter picture

You are commenting using your Twitter account. Log Out /  Change )

Facebook photo

You are commenting using your Facebook account. Log Out /  Change )

Connecting to %s

This site uses Akismet to reduce spam. Learn how your comment data is processed.

%d bloggers like this: