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水水 · 2023年05月09日

这是哪个知识点

NO.PZ2016032802000046

问题如下:

Which one of the followings is most likely correct about the composite construction?

选项:

A.

Composites can include the assets managed by the firm which is not actual.

B.

Composites can link performance of model portfolios with the actual performance.

C.

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

解释:

C is correct.

According to Composite Construction, composites must include only actual assets managed by the firm. And composites mustn't link performance of simulated or model portfolios with the actual performance.

讲义的哪个部分呢

1 个答案

王暄_品职助教 · 2023年05月09日

这是GIPS的内容,可参考基础班讲义的499页

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