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Freya · 2019年10月23日

问一道题:NO.PZ2015121801000119 [ CFA I ]

问题如下图:

选项:

A.

B.

C.

解释:

老师,B项应该是ips最核心的内容啊,怎么放附录里呢?
1 个答案
已采纳答案

星星_品职助教 · 2019年10月23日

同学你好,

你说的“最核心的内容”我大概能理解,在IPS的主体部分,核心的投资内容是由investment objective,investment constraint和investment guideline这三部分组成的。这三部分决定了关于如何做投资的宏观方向。但是对于具体要投哪个大类的资产(股票还是债券还是房地产等),这部分是在附录里的。

IPS的各个组成部分是固定的。例如附录由两部分组成(A) Strategic Asset Allocation (B) Rebalancing Policy。这部分可以参照2019年讲义的72页,考试就够用了。如果还想进一步了解,可以看原版书R41章的section 2.2,加油~

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