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欢欢 · 2022年01月10日

C选项discretionary portfolio也包括了non fee的?但是non fee不应归属在composite吧

NO.PZ2016032802000024

问题如下:

Genia Yveh,  a portfolio manager who wants to construct a composite which complies with GIPS, the composite must :

选项:

A.

add portfolios after the composite's performance calculation.

B.

have all no-fee-paying portfolios.

C.

add all fee-paying and discretionary portfolios which apply to the same strategy, mandate, or investment objective.

解释:

C is correct.

According to GIPS, a composite must determine the portfolios be added before the composite's performance calculation. And all fee-paying and discretionary portfolios should be included in the composite which have the same strategy, mandate, or investment objective.

谢谢助教~~~~~~
1 个答案

伯恩_品职助教 · 2022年01月11日

嗨,努力学习的PZer你好:


non-fee不一定。在不在都行,只要披露了就行。

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虽然现在很辛苦,但努力过的感觉真的很好,加油!