I havent been able to find enough practice problems on Macro Allocation Attribution. Anyone knows where to look?
Neither have I. Let´s hope to find (only) a micro attribution on the test…
2009 CFAI Mock Afternoon. This is from my notes:
Asset Category = weighted sum of Category Benchmark Return - Risk Free Rate
Style (Misfit) = weighted sum of Manager Bechmark Return - Category Benchmark Return
Active = weighted sum of Manager Return - Manager Benchmark Return
in 2011 am q9 part A is macro attribution question NRABIA