CAIA level I an introduction to core topics in alternative investments
Annotation
| Main Authors: | , , , |
|---|---|
| Corporate Author: | |
| Format: | eBook |
| Language: | English |
| Published: |
Hoboken, New Jersey
John Wiley & Sons
2012
|
| Edition: | Second edition |
| Series: | CAIA alternative investment analyst series
|
| Subjects: | |
| Online Access: | |
| Collection: | O'Reilly - Collection details see MPG.ReNa |
Table of 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""
- ""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""
- ""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""
- ""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""
- ""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""