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mario · 2021年04月17日

为什么可以包括在不同composite里?可以举个例子吗?

NO.PZ2016031101000018

问题如下:

Which statement most accurately expresses a requirement of the GIPS standards?

选项:

A.

Non-fee-paying portfolios must not be included in composites.

B.

All actual fee-paying discretionary portfolios must be included in at least one composite.

C.

All actual fee-paying discretionary portfolios must be included in one and only one composite.

解释:

B is correct.

Provision I.3.A.1 states, "All actual, fee-paying, discretionary portfolios must be included in at least one composite. Although non-fee-paying discretionary portfolios may be included in a composite (with appropriate disclosure), non-discretionary portfolios must not be included in a firm’s composites." (See Section 3.7 of the reading.)

为什么可以包括在不同composite里?可以举个例子吗?
1 个答案

韩韩_品职助教 · 2021年04月18日

嗨,从没放弃的小努力你好:


同学你好,这里composite是按照主题策略来做的一个合集,比如一个组合,它的策略是大盘价值股,那么它有两层属性,又是大盘股的,又是价值股的,所以如果有两个composite分别是大盘composite和价值composite, 那么这个大盘价值股策略的组合就可以既放在大盘股composite当中,又放在价值股composite里面。

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