Seven reading was added for 2018:
- Reading 16: Introduction to Asset Allocation by William W. Jennings, CFA, and Eugene L. Podkaminer, CFA
- Reading 17: Principles of Asset Allocation by Jean L.P. Brunel, CFA, Thomas M. Idzorek, CFA, and John M. Mulvey, PhD
- Reading 18: Asset Allocation with Real-World Constraints by Peter Mladina, Brian J. Murphy, CFA, and Mark Ruloff, FSA, EA, CERA
- Reading 21: Introduction to Fixed-Income Portfolio Management by Bernd Hanke, PhD, CFA, and Brian J. Henderson, PhD, CFA
- Reading 22: Liability-Driven and Index-Based Strategies by James F. Adams, PhD, CFA, and Donald J. Smith, PhD
- Reading 23: Yield Curve Strategies by Robert W. Kopprasch, CFA, and Steven V. Mann, PhD
- Reading 24: Credit Strategies by Campe Goodman, CFA, and Oleg Melentyev, CFA
- Reading 26: Alternative Investments Portfolio Management by Jot K. Yau, PhD, CFA, Thomas Schneeweis, PhD, Edward A. Szado, PhD, CFA, Thomas R. Robinson, PhD, CFA, and Lisa R. Weiss, CFA (completely rewritten and essentially new)
Five readings were removed:
- Linking Pension Liabilities to Assets by by Aaron Meder, FSA, CFA, and Renato Staub, PhD
- Asset Allocation by William F. Sharpe, Peng Chen, PhD, CFA, Jerald E. Pinto, PhD, CFA, and Dennis W. McLeavey, CFA
- Fixed-Income Portfolio Management: Part I by H. Gifford Fong and Larry D. Guin, DBA, CFA
- Relative-Value Methodologies for Global Credit Bond Portfolio Management by Jack Malvey, CFA
- Fixed-Income Portfolio Management: Part II by H. Gifford Fong and Larry D. Guin, DBA, CFA
One reading was revised for 2018.
- Reading 14: Capital Market Expectations