首发：CAIA Level I An Introduction to Core Topics in Alternative Investments 2nd

6390

收藏 2015-01-03

CAIA Association, Mark J. P. Anson, Donald R. Chambers, Keith H. Black, Hossein Kazemi
ISBN: 978-1-118-25096-9
896 pages

CAIA Level I An Introduction to Core Topics in Alternative Investments 2nd.pdf
大小:(11.78 MB)

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PART ONE Introductionto Alternative Investments 1

CHAPTER 1 What Is an Alternative Investment? 3

CHAPTER 2 The Environment of Alternative Investments 21

CHAPTER 3 Statistical Foundations 41

CHAPTER 4 Risk, Return, and Benchmarking 79

CHAPTER 5 Correlation, Alternative Returns, and PerformanceMeasurement 109

CHAPTER 6 Alpha and Beta 147

CHAPTER 7 Hypothesis Testing in Alternative Investments 169

PART TWO RealAssets 201

CHAPTER 8 Land, Infrastructure, and Intangible Real Assets203

CHAPTER 9 Real Estate Fixed-Income Investments 233

CHAPTER 10 Real Estate Equity Investments 261

PART THREE HedgeFunds 293

CHAPTER 11 Introduction to Hedge Funds 295

CHAPTER 12 Hedge Fund Returns and Asset Allocation 317

CHAPTER 13 Macro and Managed Futures Funds 345

CHAPTER 14 Event-Driven Hedge Funds 381

CHAPTER 15 Relative Value Hedge Funds 417

CHAPTER 16 Equity Hedge Funds 461

CHAPTER 17 Funds of Hedge Funds 495

PART FOURCommodities 523

CHAPTER 18 Commodity Futures Pricing 525

CHAPTER 19 Commodities: Applications and Evidence 551

PART FIVE PrivateEquity 579

CHAPTER 20 Introduction to Private Equity 581

CHAPTER 21 Equity Types of Private Equity 599

CHAPTER 22 Debt Types of Private Equity 625

PART SIXStructured Products 639

CHAPTER 23 Credit Risk and the Structuring of Cash Flows 641

CHAPTER 24 Credit Derivatives 667

CHAPTER 25 Collateralized Debt Obligations 685

PART SEVEN RiskManagement and Portfolio Management 709

CHAPTER 26 Lessons from Hedge Fund Failures 711

CHAPTER 27 Risk Analysis 729

CHAPTER 28 Due Diligence of Fund Managers 747

CHAPTER 29 Regression, Multivariate, and Nonlinear Methods777

CHAPTER 30 Portfolio Optimization and Risk Parity 795

CHAPTER 31 Portfolio Management, Alpha, and Beta 819

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zzyftpl

2015-1-3 23:54:51

谢谢啊，虽然已经考过了～但是还是支持一把

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violinlover

2015-2-8 23:09:44

大谢！！！

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shyyw

2015-2-13 20:00:29

Since its inception in 2002, the Chartered Alternative Investment Analyst (CAIA) Association has strived to incorporate state-of-the-art reading materials in its curriculum. This latest curriculum reading, part of the Chartered Alternative Investment Analyst Series, represents a milestone in our efforts to continuously improve and update our curriculum. To ensure that the material best reflects current practices in the area of alternative investments, the CAIA Association invited a group of leading industry professionals to contribute to the production of the series, covering core areas of alternative investments: hedge funds, commodities, real estate, structured products, and private equity. Similar to other books published by the CAIA Association, this book is grounded in the CAIA Program Core Knowledge OutlineSM. Mark Anson, CAIA, has been contributing to the development of the CAIA curriculum since the Association's beginnings. He brings more than 20 years of experience in alternative assets to writing this first book in our series. We are proud to make this book available to our candidates and alternative investment industry professionals. This edition of the series is being launched in 2012 when aspiring, as well as accomplished, alternative investment professionals will endeavor to master the material covered in this book, as well as other readings as outlined in the CAIA study guides, in order to earn the prestigious CAIA designation.