| Asset Classes | Asset Allocation | Investable Global Market Weights |
|---|---|---|
| Cash | 0 | — |
| US bonds | 30 | 17 |
| US TIPS | 0 | 3 |
| Non-US bonds | 0 | 22 |
| Emerging market equity | 25 | 5 |
| Non-US developed equity | 20 | 29 |
| US small- and mid-cap equity | 25 | 4 |
| US large-cap equity | 0 | 20 |
(Institute 313)
Institute, CFA. 2019 CFA Program Curriculum Level III Volume 3. CFA Institute, 5/2018. VitalBook file.
所提供的引文是一个指南。请在使用之前查看每个引文以确保准确性。
The asset allocation in Exhibit 1 most likely resulted from a mean–variance optimization using:
historical data.
reverse optimization.
Black–Litterman inputs.
(Institute 315)
Institute, CFA. 2019 CFA Program Curriculum Level III Volume 3. CFA Institute, 5/2018. VitalBook file.
所提供的引文是一个指南。请在使用之前查看每个引文以确保准确性。
我忘记global market是怎么确定的了，它本身是用MVO确定的吗？如果是那么题目的allocation和他相差很多，所以不应该是用historical data 吧
