Motivations to Trade
Portfolios must be created and maintained to reflect the risk/return characteristics of the... Read More
Reading 5: Overview of Asset Allocation
-f. Explain the use of risk factors in asset allocation and their relation to traditional asset class–based approaches;
-g. Select and justify an asset allocation based on an investor’s objectives and constraints;
-h. Describe the use of the global market portfolio as a baseline portfolio in asset allocation;
-j. Discuss strategic considerations in rebalancing asset allocations;
Reading 6: Principles of Asset Allocation
-a. Describe and critique the use of mean–variance optimization in asset allocation;
-b. Recommend and justify an asset allocation using mean–variance optimization;
-c. Interpret and critique an asset allocation in relation to an investor’s economic balance sheet;
-d. Discuss asset class liquidity considerations in asset allocationl;
-h. Describe the use of investment factors in constructing and analyzing an asset allocation;
-i. Recommend and justify an asset allocation based on the global market portfolio;
-j. Describe and evaluate characteristics of liabilities that are relevant to asset allocation;
-k. Discuss approaches to liability-relative asset allocation;
-l. Recommend and justify a liability-relative asset allocation;
-m. Recommend and justify an asset allocation using a goals-based approach;
-n. Describe and critique heuristic and other approaches to asset allocation;
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2021-03-24
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2021-03-18
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2021-02-18
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2021-02-13
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2021-01-27
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2021-01-14
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2021-01-07
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