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Principles of Asset Allocation (2025 Level III CFA® Exam – Reading 5) 2 года назад


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Principles of Asset Allocation (2025 Level III CFA® Exam – Reading 5)

Prep Packages for the CFA® Program offered by AnalystPrep (study notes, video lessons, question bank, mock exams, and much more): Level I: https://analystprep.com/shop/cfa-leve... Level II: https://analystprep.com/shop/learn-pr... Level III: https://analystprep.com/shop/cfa-leve... Levels I, II & III (Lifetime access): https://analystprep.com/shop/cfa-unli... Prep Packages for the FRM® Program: FRM Part I & Part II (Lifetime access): https://analystprep.com/shop/unlimite... Topic 2 – Asset Allocation and Related Decisions in Portfolio Management Reading 5 – Principles of Asset Allocation LOS : Describe and evaluate the use of mean–variance optimization in asset allocation. LOS : Recommend and justify an asset allocation using mean–variance optimization. LOS : Interpret and evaluate an asset allocation in relation to an investor’s economic balance sheet. LOS : Discuss asset class liquidity considerations in asset allocation. LOS : Explain absolute and relative risk budgets and their use in determining and implementing an asset allocation. LOS : Describe how client needs and preferences regarding investment risks can be incorporated into asset allocation. LOS : Discuss the use of Monte Carlo simulation and scenario analysis to evaluate the robustness of an asset allocation. LOS : Describe the use of investment factors in constructing and analyzing an asset. LOS : Recommend and justify an asset allocation based on the global market portfolio. LOS : Describe and evaluate characteristics of liabilities that are relevant to asset allocation. LOS : Discuss approaches to liability-relative asset allocation. LOS : Recommend and justify a liability-relative asset allocation. LOS : Recommend and justify an asset allocation using a goals-based approach. LOS : Describe and evaluate heuristic and other approaches to asset allocation. LOS : Discuss factors affecting rebalancing policy.

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