CAIA Level II
：Advanced Core Topics in Alternative Investments
Publication subTitle ：Advanced Core Topics in Alternative Investments
Author： Keith H. Black
Publisher： John Wiley & Sons Inc
Publication year： 2012
E-ISBN: 9781118447291
P-ISBN(Hardback): 9781118369753
Subject： F830.59 Investment
Language： ENG
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Description
CAIA Association has developed two examinations that are used to certify Chartered Alternative Investment Analysts. The Level I curriculum builds a foundation in both traditional and alternative investment markets--for example, the range of statistics that are used to define investment performance as well as the many types of hedge fund strategies. The readings for the Level II exam focus on the same strategies, but change the context to one of risk management and portfolio optimization. Level II CAIA exam takers have to work through the following agenda:
- asset allocation & portfolio oversight
- style analysis
- risk management
- alternative asset securitization
- secondary market creation
- performance and style attribution
- indexation and benchmarking
Chapter