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CFA必考點(diǎn)解析-關(guān)于Due Diligence(盡職調(diào)查) and Reasonable basis

發(fā)表時(shí)間： 2015-06-19 10:36:47 編輯：

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關(guān)于Due Diligence(盡職調(diào)查) and Reasonable basis

1、A model expert developed a model. He gathered lots of historical data, which shows unilateral bull market, that is, only upward trend. If he made investment suggestions based on these historical data, is he in violation of the Code and Standards?

A. No

B. Yes, because he should combine more of other theories to make decision.

C. Yes, because he should also simulate more of the downward trend.

金程cfa問題中文重述：模型專家開發(fā)了一個(gè)模型。他收集大量的歷史數(shù)據(jù)，這說明單邊牛市，也就是說，只有上升的趨勢。如果他提出的建議投資根據(jù)這些歷史資料，是他違反了守則及標(biāo)準(zhǔn)？

Solution: C

The model expert violated the Code and Standards V(A) Diligence and Reasonable Basis by making investment suggestions based only on historical data which shows only upward trend. The proper way to avoid violating Standards is to simulate more of the downward trend also.（該模型專家違反守則及標(biāo)準(zhǔn)V（A）勤奮理性基礎(chǔ)通過僅依據(jù)歷史數(shù)據(jù)，只顯示上升趨勢的投資建議。正確的方法，以避免違反標(biāo)準(zhǔn)是模擬更多的下行趨勢。）