标题: GIPS Portfolio Valuation [打印本页]

---

作者: pimpineasy    时间: 2011-7-13 13:18     标题: GIPS Portfolio Valuation

Sorry if this has been addressed before...

Standard 1.A.3. - Starting 2010, portfolios must be valued on the date of all large external cash flows.

Standard 1.A.4. - Starting 2010, portfolios must be valued as of calendar month-end.

Does this mean whichever occurs first (i.e. no large external cash flow, but you still have to value as of month-end)?

Thanks.

---

作者: liangfeng    时间: 2011-7-13 13:18

Yes

---

作者: pennyless    时间: 2011-7-13 13:18

When is TWR required? Can people keep using modified Dietz?

---

欢迎光临 CFA论坛 (http://forum.theanalystspace.com/)

Powered by Discuz! 7.2