木子学习资料库-高端财经-2026CFA一级/GD/2.考纲讲解/02-考纲题目详解-组合

主页/2026CFA一级/GD/2.考纲讲解/02-考纲题目详解-组合/

1.major asset classes .sz
10.systematic and nonsystematic risk .sz
11.return generating models .sz
12.beta .sz
13.CML and SML .sz
14.applications of the CAPM and the SML .sz
15.Sharpe ratio, Treynor ratio, M2, and Jensen’s alpha .sz
16.portfolio approach to investing .sz
17.steps in the portfolio management process .sz
18.types of investors and distinctive characteristics and needs of each .sz
19.defined contribution and defined benefit pension plans .sz
2.risk aversion and its implications for portfolio selection .sz
20.aspects of the asset management industry .sz
21.mutual funds and other pooled investment products .sz
22.reasons for a written investment policy statement (IPS) .sz
23.major components of an IPS .sz
24.risk and return objectives .sz
25.difference between the willingness and the ability (capacity) to take risk .sz
26.investment constraints .sz
27.specification of asset classes .sz
28.principles of portfolio construction and the role of asset allocation .sz
29.environmental, social, and governance (ESG) considerations .sz
3.selection of an optimal portfolio .sz
30.cognitive errors and emotional biases .sz
31.recognized behavioral biases and their implications for financial decision making .sz
32.behavioral biases of investors can lead to market characteristics that may not be explained by traditional finance .sz
33.risk management .sz
34.features of a risk management framework .sz
35.risk governance and elements of effective risk governance .sz
36.risk tolerance .sz
37.risk budgeting and its role in risk governance .sz
38.financial and non-financial sources of risk .sz
39.methods for measuring and modifying risk exposures .sz
4.mean, variance, and covariance of asset returns .sz
5.portfolio standard deviation .sz
6.assets that are less than perfectly correlated .sz
7.minimum-variance and efficient frontiers .sz
8.combining a risk-free asset with a portfolio of risky assets .sz
9.CAL and CML .sz
【组合-讲义】考纲题目讲解-1588024.pdf