Friday, 3 January 2020

CFA Institute Investment Foundations Program: Chapter 17 – Investment Management (Part III)



In a previous article, we introduced the CFA Institute Investment Foundation Program (Read more here).  It is a free program designed for anyone who wants to enter or advance within the investment management industry, including IT, operations, accounting, administration, and marketing.  Candidates who successfully pass the online exam earn the CFA Institute Investment Foundations Certificate.

There are total of 20 Chapters in 7 modules, covering all the essential topics in finance, economics, ethics and regulations.  This series of articles will highlight the core knowledge of each chapter.

Chapter 17 provides an overview of the investment management. The learning outcome of chapter 17 is as follows:

·       Describe systematic risk and specific risk;
·       Describe how diversification affects the risk of a portfolio;
·       Describe how portfolios are constructed to address client investment objectives and constraints;
·       Describe strategic and tactical asset allocation;
·       Compare passive and active investment management;
·       Explain factors necessary for successful active management;
·       Describe how active managers attempt to identify and capture market inefficiencies.

Beyond deciding on asset allocation, an investor must decide whether to use a passive or active management approach to asset selection.

Passive managers manage a portfolio designed to match the performance of a specified benchmark.

Active managers attempt to add value to a portfolio by selecting investments that are expected, on the basis of analysis, to outperform a specified benchmark.

The choice between the two approaches typically hinges on the relative costs of active management compared with passive management and on the investor’s expectation of the success of active management. The expectation is related to the investor’s beliefs about the efficiency of the markets being invested in. An investor may decide to use a passive approach in some markets and an active approach in other markets based on an assessment of the efficiency of each market.

Passive management is typically cheaper to implement than active management because successfully replicating or tracking a benchmark requires fewer analytical resources than researching and identifying investments with superior return potential. The passive approach requires some skill, such as knowing which investments to include in the benchmark and their respective values and weights in the benchmark. Although the costs of passive management are lower than the costs of active management, the return earned by the passive investor will typically be less than the index return because of costs.

Active approaches require a more detailed analysis of each relevant investment or asset class, which is costly because investment firms need skilled employees and/or expensive technology. Active management typically also has higher transaction costs because of more frequent trading in the portfolio. If active management does achieve returns that are higher than the benchmark, the excess return may compensate for the higher employee, technology, and transaction costs and the net returns to the investor may be higher.


Is investing passively in an index, such as the Hang Seng Index, the S&P 500 Index, or the FTSE 100 Index, the best way to increase your wealth? Or is hiring an active investment manager with a record of past success a better option? Unfortunately, it is never possible to know for sure. But the choice between passive and active management is a key issue for investors and the decision must be weighed carefully.  Investor may decide to use a passive approach in some markets and an active approach in other markets based on an assessment of the efficiency of each market, which will be covered in next article, stay onlined!




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