易同學(xué)
2021-04-07 10:23百題段case5 Bud Walter，第四題，這里題目中說WCM does not include in any composite its large cap model portfolio。我記得要求是所有的portfolio至少要包括在一個(gè)composite里面，這里說large cap model portfolio沒有包括在任何一個(gè)composite里面為什么是正確的呢？
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(gè)回答
Johnny助教
2021-04-08 11:45
該回答已被題主采納
同學(xué)你好，All actual portfolios that are fee-paying and discretionary must be included in at least one composite; no portfolios that are not actual may be included in any composite.The GIPS standards state that composites must include only actual assets managed by the firm。以上出自GIPS條款，所以是只有真實(shí)的且能自主決策投資的組合才能放入composite，如果是模擬的投資組合（非真實(shí)）就不能放入投資組合，model portfolio的意思是用模型模擬的組合，所以不是真實(shí)組合，不能放入composite
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