安同學(xué)
2020-02-11 17:28請問reading6的11小題，既然已經(jīng)有規(guī)定large cash flow 認(rèn)定為發(fā)生在月底，在什么還要重新計算現(xiàn)金流前后的return呢？
所屬：CFA Level III > Ethical and Professional Standards 視頻位置 相關(guān)試題
來源： 視頻位置 相關(guān)試題
1個回答
Chris Lan助教
2020-02-12 10:52
該回答已被題主采納
同學(xué)你好
這個規(guī)定是他自己公司的，如果他要遵守GIPS，就必須按GIPS的要求來操作。
Provision I.2.A.2 specifies the use of time-weighted rates of return that adjust for external cash flows. For periods beginning on or after 1 January 2005, firms must approximate rates of return that adjust for daily weighted external cash flows, and we have seen that for periods beginning on or after 1 January 2010, firms must value portfolios on the date of all large external cash flows.
GIPS是有這么一條規(guī)定的，從2005年1月號開始要基于每日加權(quán)進(jìn)行計算收益率的。所以他必須按GIPS的規(guī)定來做。
0
0
0
0
