| Description |
1 online resource (1 volume) : illustrations. |
| Series |
CAIA alternative investment analyst series |
|
CAIA alternative investment analyst series.
|
| Note |
Includes index. |
| Summary |
Annotation The official study text for the Level I Chartered Alternative Investment Analyst (CAIA) examThe Chartered Alternative Investment Analyst (CAIA) designation is the financial industry's first and only globally recognized program that prepares professionals to deal with the ever-growing field of alternative investments. The second edition of CAIA Level I: An Introduction to Core Topics in Alternative Investments contains comprehensive insights on the alternative investment issues a potential Level I candidate would need to know about as they prepare for the exam. The information found here will help you build a solid foundation in alternative investment markets--with coverage of everything from the characteristics of various strategies within each alternative asset class to portfolio management concepts central to alternative investments. Uses investment analytics to examine each alternative asset classExamines quantitative techniques used by investment professionalsAddresses the unique attributes associated with the alternative investment spaceOffers an online study guide outlining learning objectives and keywords This book is a must-have resource for anyone contemplating taking the CAIA Level I exam. So if you're ready to take your first step toward the CAIA charter, take the time to understand the insights offered here. |
| Contents |
""Series""; ""Title Page""; ""Copyright""; ""Preface""; ""FOUNDATION""; ""BENEFITS""; ""THE CAIA PROGRAMS AND CAIA ALTERNATIVE INVESTMENT ANALYST SERIES""; ""Acknowledgments""; ""About the Authors""; ""PART One: Introduction to Alternative Investments""; ""Chapter 1: What Is an Alternative Investment?""; ""1.1 ALTERNATIVE INVESTMENTS BY EXCLUSION""; ""1.2 ALTERNATIVE INVESTMENTS BY INCLUSION""; ""1.3 STRUCTURES AMONG ALTERNATIVE INVESTMENTS""; ""1.4 INVESTMENTS ARE DISTINGUISHED BY RETURN CHARACTERISTICS""; ""1.5 INVESTMENTS ARE DISTINGUISHED BY METHODS OF ANALYSIS"" |
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""1.6 GOALS OF ALTERNATIVE INVESTING""""1.7 OVERVIEW OF THIS BOOK""; ""Chapter 2: The Environment of Alternative Investments""; ""2.1 THE PARTICIPANTS""; ""2.2 FINANCIAL MARKETS""; ""2.3 REGULATIONS""; ""2.4 TAXATION""; ""Chapter 3: Statistical Foundations""; ""3.1 FREQUENCY AND PROBABILITY DISTRIBUTIONS""; ""3.2 COMPOUNDING MULTIPLE TIME PERIOD RETURNS""; ""3.3 RETURN DISTRIBUTIONS AND AUTOCORRELATION""; ""3.4 MOMENTS OF THE DISTRIBUTION: MEAN, VARIANCE, SKEWNESS, AND KURTOSIS""; ""3.5 COMPUTING SAMPLE STATISTICS""; ""3.6 MORE ON STANDARD DEVIATION AND VARIANCE"" |
|
""3.7 TESTING FOR NORMALITY""""3.8 OTHER MEASURES OF RISK""; ""3.9 ESTIMATING VALUE AT RISK (VAR)""; ""3.10 TIME SERIES RETURN VOLATILITY MODELS""; ""3.11 CONCLUSION""; ""Chapter 4: Risk, Return, and Benchmarking""; ""4.1 BENCHMARKING""; ""4.2 ASSET PRICING MODELS""; ""4.3 THREE METHODS OF MODELS""; ""4.4 CROSS-SECTIONAL VERSUS TIME-SERIES MODELS""; ""4.5 SINGLE-FACTOR AND EX ANTE ASSET PRICING""; ""4.6 EMPIRICAL ANALYSES WITH THE CAPM""; ""4.7 MULTIFACTOR MODELS""; ""4.8 ALTERNATIVE ASSET BENCHMARKING""; ""4.9 CONCLUSION"" |
|
""Chapter 5: Correlation, Alternative Returns, and Performance Measurement""""5.1 CORRELATION""; ""5.2 INTERNAL RATE OF RETURN""; ""5.3 PROBLEMS WITH IRR""; ""5.4 RETURNS BASED ON NOTIONAL PRINCIPAL""; ""5.5 DISTRIBUTION OF CASH WATERFALL""; ""5.6 PERFORMANCE MEASURES""; ""Chapter 6: Alpha and Beta""; ""6.1 OVERVIEW OF BETA AND ALPHA""; ""6.2 EX ANTE VERSUS EX POST ALPHA""; ""6.3 INFERRING EX ANTE ALPHA FROM EX POST ALPHA""; ""6.4 RETURN ATTRIBUTION""; ""6.5 EX ANTE ALPHA ESTIMATION AND PERSISTENCE""; ""6.6 RETURN DRIVERS""; ""6.7 SUMMARY OF ALPHA AND BETA ANALYSIS"" |
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""Chapter 7: Hypothesis Testing in Alternative Investments""""7.1 FOUR STEPS OF HYPOTHESIS TESTING""; ""7.2 A TEST ASSUMING NORMALITY""; ""7.3 TESTS WITH INFERENTIAL STATISTICS""; ""7.4 SAMPLING AND TESTING PROBLEMS""; ""7.5 CUMULATIVE RETURNS AND PERFORMANCE""; ""7.6 STATISTICAL ISSUES IN ANALYZING ALPHA AND BETA""; ""7.7 SUMMARY OF ALPHA AND BETA ESTIMATION""; ""7.8 CONCLUSION""; ""PART Two: Real Assets""; ""Chapter 8: Land, Infrastructure, and Intangible Real Assets""; ""8.1 LAND""; ""8.2 TIMBER AND TIMBERLAND""; ""8.3 FARMLAND""; ""8.4 INFRASTRUCTURE""; ""8.5 INTELLECTUAL PROPERTY"" |
| Subject |
Investments.
|
|
Securities.
|
|
Portfolio management.
|
|
Investissements. |
|
Gestion de portefeuille. |
|
portfolios (financial records) |
|
Investments |
|
Portfolio management |
|
Securities |
| Added Author |
Chambers, Donald R., author.
|
|
Black, Keith H., author.
|
|
Kazemi, Hossein, 1954- author.
|
|
CAIA Association.
|
| Added Title |
Chartered alternative investment analysts level one |
|
CAIA level one |
|
Introduction to core topics in alternative investments |
| Other Form: |
Print version: Anson, Mark Jonathan Paul. CAIA level I. Second edition. Hoboken, New Jersey : John Wiley & Sons, Inc., [2012] 9781118250969 (DLC) 2011047548 (OCoLC)762049552 |
| ISBN |
9781118282991 |
|
111828299X |
|
1118250966 |
|
9781118250969 |
|
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