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2012年CFA一级考试大纲(官方完整版)2012_LI_combined.pdf2012年CFA一级考试大纲(官方完整版)2012_LI_combined.pdf -- 3 元

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ThereadingsinthisstudysessionpresentaframeworkforethicalconductintheinvestmentprofessionbyfocusingontheCFAInstituteCodeofEthicsandStandardsofProfessionalConductaswellastheGlobalInvestmentPerformanceStandardsGIPS®.TheprinciplesandguidancepresentedintheCFAInstituteStandardsofPracticeHandbookHandbookformthebasisfortheCFAInstituteselfregulatoryprogramtomaintainthehighestprofessionalstandardsamonginvestmentpractitioners.GuidanceintheHandbookaddressesthepracticalapplicationoftheCodeofEthicsandStandardsofProfessionalConduct.Theguidanceexpandsuponthepurposeandscopeofeachstandard,presentsrecommendedproceduresforcompliance,andprovidesexamplesofthestandardinpractice.TheGlobalInvestmentPerformanceStandardsGIPSfacilitateefficientcomparisonofinvestmentperformanceacrossinvestmentmanagersandcountrybordersbyprescribingmethodologyandstandardsthatareconsistentwithaclearandhonestpresentationofreturns.Havingaglobalstandardforreportinginvestmentperformanceminimizesthepotentialforambiguousormisleadingpresentations.READINGASSIGNMENTSReading1CodeofEthicsandStandardsofProfessionalConductStandardsofPracticeHandbook,TenthEditionReading2GuidanceforStandardsI–VIIStandardsofPracticeHandbook,TenthEditionReading3IntroductiontotheGlobalInvestmentPerformanceStandardsGIPSReading4GlobalInvestmentPerformanceStandardsGIPSSTUDYSESSION1ETHICALANDPROFESSIONALSTANDARDS2012LevelICFAProgramCurriculum©CFAInstitute.StudySession12012LevelICFAProgramCurriculum©CFAInstitute.LEARNINGOUTCOMESReading1CodeofEthicsandStandardsofProfessionalConductThecandidateshouldbeabletoa.describethestructureoftheCFAInstituteProfessionalConductProgramandtheprocessfortheenforcementoftheCodeandStandardsb.statethesixcomponentsoftheCodeofEthicsandthesevenStandardsofProfessionalConductc.explaintheethicalresponsibilitiesrequiredbytheCodeandStandards,includingthemultiplesubsectionsofeachStandard.Reading2GuidanceforStandardsI–VIIThecandidateshouldbeabletoa.demonstrateandexplaintheapplicationoftheCodeofEthicsandStandardsofProfessionalConducttosituationsinvolvingissuesofprofessionalintegrityb.distinguishbetweenconductthatconformstotheCodeandStandardsandconductthatviolatestheCodeandStandardsc.recommendpracticesandproceduresdesignedtopreventviolationsoftheCodeofEthicsandStandardsofProfessionalConduct.Reading3IntroductiontotheGlobalInvestmentPerformanceStandardsGIPSThecandidateshouldbeabletoa.explainwhytheGIPSstandardswerecreated,whatpartiestheGIPSstandardsapplyto,andwhoisservedbythestandardsb.explaintheconstructionandpurposeofcompositesinperformancereportingc.explaintherequirementsforverification.Reading4GlobalInvestmentPerformanceStandardsGIPSThecandidateshouldbeabletoa.describethekeyfeaturesoftheGIPSstandardsandthefundamentalsofcomplianceb.describethescopeoftheGIPSstandardswithrespecttoaninvestmentfirmsdefinitionandhistoricalperformancerecordc.explainhowtheGIPSstandardsareimplementedincountrieswithexistingstandardsforperformancereportinganddescribetheappropriateresponsewhentheGIPSstandardsandlocalregulationsconflictd.describetheninemajorsectionsoftheGIPSstandards.Thisintroductorystudysessionpresentsthefundamentalsofsomequantitativetechniquesessentialinfinancialanalysis.ThesetechniquesareusedthroughouttheCFAProgramcurriculum.Thissessionintroducestwomaintoolsofquantitativeanalysisthetimevalueofmoneyandprobabilityanddescriptivestatistics.Timevalueofmoneytechniquesareusedthroughoutfinancialanalysis.Timevalueofmoneycalculationsarethebasictoolsusedtosupportcorporatefinancedecisionsandtoestimatethefairvalueoffixedincome,equity,andothertypesofsecuritiesorinvestments.Similarly,statisticsandprobabilitytheoryareessentialtoolsfordescribingandestimatingrisk.READINGASSIGNMENTSReading5TheTimeValueofMoneyQuantitativeMethodsforInvestmentAnalysis,SecondEdition,byRichardA.DeFusco,CFA,DennisW.McLeavey,CFA,JeraldE.Pinto,CFA,andDavidE.Runkle,CFAReading6DiscountedCashFlowApplicationsQuantitativeMethodsforInvestmentAnalysis,SecondEdition,byRichardA.DeFusco,CFA,DennisW.McLeavey,CFA,JeraldE.Pinto,CFA,andDavidE.Runkle,CFAReading7StatisticalConceptsandMarketReturnsQuantitativeMethodsforInvestmentAnalysis,SecondEdition,byRichardA.DeFusco,CFA,DennisW.McLeavey,CFA,JeraldE.Pinto,CFA,andDavidE.Runkle,CFAReading8ProbabilityConceptsQuantitativeMethodsforInvestmentAnalysis,SecondEdition,byRichardA.DeFusco,CFA,DennisW.McLeavey,CFA,JeraldE.Pinto,CFA,andDavidE.Runkle,CFASTUDYSESSION2QUANTITATIVEMETHODSBasicConcepts2012LevelICFAProgramCurriculum©CFAInstitute.StudySession22012LevelICFAProgramCurriculum©CFAInstitute.LEARNINGOUTCOMESReading5TheTimeValueofMoneyThecandidateshouldbeabletoa.interpretinterestratesasrequiredratesofreturn,discountrates,oropportunitycostsb.explainaninterestrateasthesumofarealriskfreerate,expectedinflation,andpremiumsthatcompensateinvestorsfordistincttypesofriskc.calculateandinterprettheeffectiveannualrate,giventhestatedannualinterestrateandthefrequencyofcompoundingd.solvetimevalueofmoneyproblemsfordifferentfrequenciesofcompoundinge.calculateandinterpretthefuturevalueFVandpresentvaluePVofasinglesumofmoney,anordinaryannuity,anannuitydue,aperpetuityPVonly,andaseriesofunequalcashflowsf.demonstratetheuseofatimelineinmodelingandsolvingtimevalueofmoneyproblems.Reading6DiscountedCashFlowApplicationsThecandidateshouldbeabletoa.calculateandinterpretthenetpresentvalueNPVandtheinternalrateofreturnIRRofaninvestmentb.contrasttheNPVruletotheIRRrule,andidentifyproblemsassociatedwiththeIRRrulec.calculateandinterpretaholdingperiodreturntotalreturnd.calculate,interpret,anddistinguishbetweenthemoneyweightedandtimeweightedratesofreturnofaportfolio,andevaluatetheperformanceofportfoliosbasedonthesemeasurese.calculateandinterpretthebankdiscountyield,holdingperiodyield,effectiveannualyield,andmoneymarketyieldforaU.S.Treasurybillf.convertamongholdingperiodyields,moneymarketyields,effectiveannualyields,andbondequivalentyields.Reading7StatisticalConceptsandMarketReturnsThecandidateshouldbeabletoa.distinguishbetweendescriptivestatisticsandinferentialstatistics,betweenapopulationandasample,andamongthetypesofmeasurementscalesb.defineaparameter,asamplestatistic,andafrequencydistributionc.calculateandinterpretrelativefrequenciesandcumulativerelativefrequencies,givenafrequencydistributiond.describethepropertiesofadatasetpresentedasahistogramorafrequencypolygone.calculateandinterpretmeasuresofcentraltendency,includingthepopulationmean,samplemean,arithmeticmean,weightedaverageormeanincludingaportfolioreturnviewedasaweightedmean,geometricmean,harmonicmean,median,andmodef.calculateandinterpretquartiles,quintiles,deciles,andpercentilesStudySession2g.calculateandinterpret1arangeandameanabsolutedeviationand2thevarianceandstandarddeviationofapopulationandofasampleh.calculateandinterprettheproportionofobservationsfallingwithinaspecifiednumberofstandarddeviationsofthemeanusingChebyshevsinequalityi.calculateandinterpretthecoefficientofvariationandtheSharperatioj.explainskewnessandthemeaningofapositivelyornegativelyskewedreturndistributionk.describetherelativelocationsofthemean,median,andmodeforaunimodal,nonsymmetricaldistributionl.explainmeasuresofsampleskewnessandkurtosism.explaintheuseofarithmeticandgeometricmeanswhenanalyzinginvestmentreturns.Reading8ProbabilityConceptsThecandidateshouldbeabletoa.definearandomvariable,anoutcome,anevent,mutuallyexclusiveevents,andexhaustiveeventsb.explainthetwodefiningpropertiesofprobabilityanddistinguishamongempirical,subjective,andaprioriprobabilitiesc.statetheprobabilityofaneventintermsofoddsforandagainsttheeventd.distinguishbetweenunconditionalandconditionalprobabilitiese.explainthemultiplication,addition,andtotalprobabilityrulesf.calculateandinterpret1thejointprobabilityoftwoevents,2theprobabilitythatatleastoneoftwoeventswilloccur,giventheprobabilityofeachandthejointprobabilityofthetwoevents,and3ajointprobabilityofanynumberofindependenteventsg.distinguishbetweendependentandindependenteventsh.calculateandinterpretanunconditionalprobabilityusingthetotalprobabilityrulei.explaintheuseofconditionalexpectationininvestmentapplicationsj.explaintheuseofatreediagramtorepresentaninvestmentproblemk.calculateandinterpretcovarianceandcorrelationl.calculateandinterprettheexpectedvalue,variance,andstandarddeviationofarandomvariableandofreturnsonaportfoliom.calculateandinterpretcovariancegivenajointprobabilityfunctionn.calculateandinterpretanupdatedprobabilityusingBayesformulao.identifythemostappropriatemethodtosolveaparticularcountingproblem,andsolvecountingproblemsusingthefactorial,combination,andpermutationnotations.2012LevelICFAProgramCurriculum©CFAInstitute.Thisstudysessionintroducessomeofthediscreteandcontinuousprobabilitydistributionsmostcommonlyusedtodescribethebehaviorofrandomvariables.Probabilitytheoryandcalculationsarewidelyappliedinfinance,forexample,inthefieldofinvestmentandprojectvaluationandinfinancialriskmanagement.Furthermore,thissessionexplainshowtoestimatedifferentparameterse.g.,meanandstandarddeviationofapopulationifonlyasample,ratherthanthewholepopulation,canbeobserved.Hypothesistestingisacloselyrelatedtopic.Thissessionpresentsthetechniquesthatcanbeappliedtoacceptorrejectanassumedhypothesisnullhypothesisaboutvariousparametersofapopulation.Thelastreadingintroducesthefundamentalsoftechnicalanalysisandillustrateshowitisusedtoanalyzesecuritiesandsecuritiesmarkets.READINGASSIGNMENTSReading9CommonProbabilityDistributionsQuantitativeMethodsforInvestmentAnalysis,SecondEdition,byRichardA.DeFusco,CFA,DennisW.McLeavey,CFA,JeraldE.Pinto,CFA,andDavidE.Runkle,CFAReading10SamplingandEstimationQuantitativeMethodsforInvestmentAnalysis,SecondEdition,byRichardA.DeFusco,CFA,DennisW.McLeavey,CFA,JeraldE.Pinto,CFA,andDavidE.Runkle,CFAReading11HypothesisTestingQuantitativeMethodsforInvestmentAnalysis,SecondEdition,byRichardA.DeFusco,CFA,DennisW.McLeavey,CFA,JeraldE.Pinto,CFA,andDavidE.Runkle,CFAReading12TechnicalAnalysisbyBarryM.Sine,CFAandRobertA.Strong,CFASTUDYSESSION3QUANTITATIVEMETHODSApplication2012LevelICFAProgramCurriculum©CFAInstitute.StudySession32012LevelICFAProgramCurriculum©CFAInstitute.LEARNINGOUTCOMESReading9CommonProbabilityDistributionsThecandidateshouldbeabletoa.defineaprobabilitydistributionanddistinguishbetweendiscreteandcontinuousrandomvariablesandtheirprobabilityfunctionsb.describethesetofpossibleoutcomesofaspecifieddiscreterandomvariablec.interpretacumulativedistributionfunctiond.calculateandinterpretprobabilitiesforarandomvariable,givenitscumulativedistributionfunctione.defineadiscreteuniformrandomvariable,aBernoullirandomvariable,andabinomialrandomvariablef.calculateandinterpretprobabilitiesgiventhediscreteuniformandthebinomialdistributionfunctionsg.constructabinomialtreetodescribestockpricemovementh.calculateandinterprettrackingerrori.definethecontinuousuniformdistributionandcalculateandinterpretprobabilities,givenacontinuousuniformdistributionj.explainthekeypropertiesofthenormaldistributionk.distinguishbetweenaunivariateandamultivariatedistribution,andexplaintheroleofcorrelationinthemultivariatenormaldistributionl.determinetheprobabilitythatanormallydistributedrandomvariableliesinsideagivenintervalm.definethestandardnormaldistribution,explainhowtostandardizearandomvariable,andcalculateandinterpretprobabilitiesusingthestandardnormaldistributionn.defineshortfallrisk,calculatethesafetyfirstratio,andselectanoptimalportfoliousingRoyssafetyfirstcriteriono.explaintherelationshipbetweennormalandlognormaldistributionsandwhythelognormaldistributionisusedtomodelassetpricesp.distinguishbetweendiscretelyandcontinuouslycompoundedratesofreturn,andcalculateandinterpretacontinuouslycompoundedrateofreturn,givenaspecificholdingperiodreturnq.explainMonteCarlosimulationanddescribeitsmajorapplicationsandlimitationsr.compareMonteCarlosimulationandhistoricalsimulation.Reading10SamplingandEstimationThecandidateshouldbeabletoa.definesimplerandomsamplingandasamplingdistributionb.explainsamplingerrorc.distinguishbetweensimplerandomandstratifiedrandomsamplingd.distinguishbetweentimeseriesandcrosssectionaldatae.explainthecentrallimittheoremanditsimportancef.calculateandinterpretthestandarderrorofthesamplemeanStudySession3g.identifyanddescribedesirablepropertiesofanestimatorh.distinguishbetweenapointestimateandaconfidenceintervalestimateofapopulationparameteri.describethepropertiesofStudentstdistributionandcalculateandinterpretitsdegreesoffreedomj.calculateandinterpretaconfidenceintervalforapopulationmean,givenanormaldistributionwith1aknownpopulationvariance,2anunknownpopulationvariance,or3anunknownvarianceandalargesamplesizek.describetheissuesregardingselectionoftheappropriatesamplesize,dataminingbias,sampleselectionbias,survivorshipbias,lookaheadbias,andtimeperiodbias.Reading11HypothesisTestingThecandidateshouldbeabletoa.defineahypothesis,describethestepsofhypothesistesting,describeandinterpretthechoiceofthenullandalternativehypotheses,anddistinguishbetweenonetailedandtwotailedtestsofhypothesesb.explainateststatistic,TypeIandTypeIIerrors,asignificancelevel,andhowsignificancelevelsareusedinhypothesistestingc.explainadecisionrule,thepowerofatest,andtherelationbetweenconfidenceintervalsandhypothesistestsd.distinguishbetweenastatisticalresultandaneconomicallymeaningfulresulte.explainandinterpretthepvalueasitrelatestohypothesistestingf.identifytheappropriateteststatisticandinterprettheresultsforahypothesistestconcerningthepopulationmeanofbothlargeandsmallsampleswhenthepopulationisnormallyorapproximatelydistributedandthevarianceis1knownor2unknowng.identifytheappropriateteststatisticandinterprettheresultsforahypothesistestconcerningtheequalityofthepopulationmeansoftwoatleastapproximatelynormallydistributedpopulations,basedonindependentrandomsampleswith1equalor2unequalassumedvariancesh.identifytheappropriateteststatisticandinterprettheresultsforahypothesistestconcerningthemeandifferenceoftwonormallydistributedpopulationsi.identifytheappropriateteststatisticandinterprettheresultsforahypothesistestconcerning1thevarianceofanormallydistributedpopulation,and2theequalityofthevariancesoftwonormallydistributedpopulationsbasedontwoindependentrandomsamplesj.distinguishbetweenparametricandnonparametrictestsanddescribethesituationsinwhichtheuseofnonparametrictestsmaybeappropriate.Reading12TechnicalAnalysisThecandidateshouldbeabletoa.explaintheprinciplesoftechnicalanalysis,itsapplications,anditsunderlyingassumptionsb.describetheconstructionofandinterpretdifferenttypesoftechnicalanalysischarts2012LevelICFAProgramCurriculum©CFAInstitute.StudySession3c.demonstratetheusesoftrend,support,andresistancelines,andchangeinpolarityd.identifyandinterpretcommonchartpatternse.describecommontechnicalanalysisindicatorspricebased,momentumoscillators,sentiment,andflowoffundsf.explaintheuseofcyclesbytechnicalanalystsg.describethekeytenetsofElliottWaveTheoryandtheimportanceofFibonaccinumbersh.describeintermarketanalysisasitrelatestotechnicalanalysisandassetallocation.2012LevelICFAProgramCurriculum©CFAInstitute.
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