木子学习资料库-高端财经-渠道二/25课程新链接/25年一级高等班CFA/2.考纲讲解/02-考纲题目详解-组合

主页/渠道二/25课程新链接/25年一级高等班CFA/2.考纲讲解/02-考纲题目详解-组合/

1.major asset classes~1 .sz
10.systematic and nonsystematic risk~1 .sz
11.return generating models~1 .sz
12.beta~1 .sz
13.CML and SML~1 .sz
14.applications of the CAPM and the SML~1 .sz
15.Sharpe ratio, Treynor ratio, M2, and Jensen’s alpha~1 .sz
16.portfolio approach to investing~1 .sz
17.steps in the portfolio management process~1 .sz
18.types of investors and distinctive characteristics and needs of each~1 .sz
19.defined contribution and defined benefit pension plans~1 .sz
2.risk aversion and its implications for portfolio selection~1 .sz
20.aspects of the asset management industry~1 .sz
21.mutual funds and other pooled investment products~1 .sz
22.reasons for a written investment policy statement (IPS)~1 .sz
23.major components of an IPS~1 .sz
24.risk and return objectives~1 .sz
25.difference between the willingness and the ability (capacity) to take risk~1 .sz
26.investment constraints~1 .sz
27.specification of asset classes~1 .sz
28.principles of portfolio construction and the role of asset allocation~1 .sz
29.environmental, social, and governance (ESG) considerations~1 .sz
3.selection of an optimal portfolio~1 .sz
30.cognitive errors and emotional biases~1 .sz
31.recognized behavioral biases and their implications for financial decision making~1 .sz
32.behavioral biases of investors can lead to market characteristics that may not be explained by traditional finance~1 .sz
33.risk management~1 .sz
34.features of a risk management framework~1 .sz
35.risk governance and elements of effective risk governance~1 .sz
36.risk tolerance~1 .sz
37.risk budgeting and its role in risk governance~1 .sz
38.financial and non-financial sources of risk~1 .sz
39.methods for measuring and modifying risk exposures~1 .sz
4.mean, variance, and covariance of asset returns~1 .sz
5.portfolio standard deviation~1 .sz
6.assets that are less than perfectly correlated~1 .sz
7.minimum-variance and efficient frontiers~1 .sz
8.combining a risk-free asset with a portfolio of risky assets~1 .sz
9.CAL and CML~1 .sz