Players that have trouble finishing Some players have trouble converting a winning position, perhaps even blowing it. As the strength increases, these "winning" advantages become smaller and more subtle.

How does one "finish" in chess? Is it about defense, or having a strong attack?
Id' reckon converting an advantage into an actual win has a lot to do with keeping in mind that a position is worth nothing unless you are there to steer it accurately towards victory. Otherwise it's very easy to be visited by 'the ghost of the won position', which would try to convince you that you can relax before the game is over, trying to trick you into making unneccessary mistakes which would diminish your advantage.

When you write "finish" I interpret that as "converting a big advantage into a win". Is this a correct interpretation? If so, then it all depends on the position at hand; if your opponent played an unsound sacrifice for an attack you may have to defend, while if your opponent played too passively you may have to attack to accurately steer the game towards its logical conclusion.