课件讲义内容2020年6月cfa三级2020cfa三级2020cfa l3 notes book2.pdf

Contents 1. Learning Outcome Statements (LOS) 2. Reading 10: Capital Market Expectations, Part 1: Framework and Macro Considerations 1. Exam Focus 2. Module 10.1: Formulating Capital Market Expectations 3. Module 10.2: The Trend Rate of Growth 4. Module 10.3: The Business Cycle 5. Module 10.4: Monetary and Fiscal Policy 6. Key Concepts 7. Answer Key for Module Quizzes 3. Reading 11: Capital Market Expectations, Part 2: Forecasting Asset Class Returns 1. Exam Focus 2. Module 11.1: Forecasting Fixed Income Returns 3. Module 11.2: Emerging Market Bond Risk 4. Module 11.3: Forecasting Equity Returns 5. Module 11.4: The Risk Premium roach 6. Module 11.5: Forecasting Real Estate Returns 7. Module 11.6: Exchange Rate Forecasting 8. Module 11.7: Volatility Forecasting 9. Module 11.8: Global Portfolio Adjustments 10. Key Concepts 11. Answer Key for Module Quizzes 4. Topic Assessment: Capital Market Expectations 5. Topic Assessment Answers: Capital Market Expectations 6. Reading 12: Overview of Asset Allocation 1. Exam Focus 2. Module 12.1: Investment ernance 3. Module 12.2: Economic Balance Sheet 4. Module 12.3: roaches to Asset Allocation 5. Module 12.4: Allocation by Asset Class or Risk Factor 6. Module 12.5: Example: Strategic Asset Allocation 7. Module 12.6: Other roaches and Issues 8. Key Concepts 9. Answer Key for Module Quizzes 7. Reading 13: Prin les of Asset Allocation 1. Exam Focus 2. Module 13.1: Basic Mean-Variance Optimization 3. Module 13.2: Reverse Optimization, Black Litterman, Resampling, and Other roaches 4. Module 13.3: Example 5.