Buy CAIA Level II Book by Hossein Kazemi - Bookswagon
close menu
Bookswagon
search
My Account
Book 1
Book 2
Book 3
Book 1
Book 2
Book 3
Book 1
Book 2
Book 3
Book 1
Book 2
Book 3
Home > Business and Economics Books > Finance and accounting > Finance and the finance industry > Investment and securities > CAIA Level II: Advanced Core Topics in Alternative Investments
CAIA Level II: Advanced Core Topics in Alternative Investments

CAIA Level II: Advanced Core Topics in Alternative Investments


     0     
5
4
3
2
1



Out of Stock


Notify me when this book is in stock
X
About the Book

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

Table of Contents:
Preface xv Acknowledgments xxi About the Authors xxv CHAPTER 1 Introduction 1 PART ONE Asset Allocation and Portfolio Management CHAPTER 2 The Endowment Model 7 CHAPTER 3 Risk Management for Endowment and Foundation Portfolios 21 CHAPTER 4 Pension Fund Portfolio Management 33 PART TWO Private Equity CHAPTER 5 Private Equity Market Landscape 49 CHAPTER 6 Private Equity Fund Structure 67 CHAPTER 7 The Investment Process 79 CHAPTER 8 Private Equity Portfolio Design 89 CHAPTER 9 Fund Manager Selection Process 107 CHAPTER 10 Measuring Performance and Benchmarking in the Private Equity World 117 CHAPTER 11 Monitoring Private Equity Fund Investments 135 CHAPTER 12 Private Equity Fund Valuation 145 CHAPTER 13 Private Equity Fund Discount Rates 151 CHAPTER 14 The Management of Liquidity 161 PART THREE Real Assets CHAPTER 15 Real Estate as an Investment 181 CHAPTER 16 Unsmoothing of Appraisal-Based Returns 191 CHAPTER 17 Core, Value-Added, and Opportunistic Real Estate 207 CHAPTER 18 Real Estate Indices 221 CHAPTER 19 Public versus Private Real Estate Risks 231 CHAPTER 20 Portfolio Allocation within Real Estate 247 CHAPTER 21 Farmland and Timber Investments 257 CHAPTER 22 Investing in Intellectual Property 279 PART FOUR Commodities CHAPTER 23 Key Concepts in Commodity Market Analysis 301 CHAPTER 24 Role of Commodities in Asset Allocation 315 CHAPTER 25 Methods of Delivering Commodity Alpha 329 CHAPTER 26 Methods of Delivering Commodity Beta: Indices, Swaps, Notes, and Hedge Funds 343 CHAPTER 27 Macroeconomic Determinants of Commodity Futures Returns 363 CHAPTER 28 Effective Risk Management Strategies for Commodity Portfolios 379 PART FIVE Hedge Funds and Managed Futures CHAPTER 29 Structure of the Managed Futures Industry 391 CHAPTER 30 Managed Futures: Strategies and Sources of Return 405 CHAPTER 31 Risk and Performance Analysis in Managed Futures Strategies 427 CHAPTER 32 Structuring Investments in CTAs 453 CHAPTER 33 Hedge Fund Replication 475 CHAPTER 34 Convertible Arbitrage 497 CHAPTER 35 Global Macro and Currency Strategies 521 CHAPTER 36 Fundamental Equity Hedge Fund Strategies 539 CHAPTER 37 Quantitative Equity Hedge Fund Strategies 553 CHAPTER 38 Funds of Hedge Funds 573 CHAPTER 39 Regulation and Compliance 603 CHAPTER 40 Operational Due Diligence 617 References 645 Index 665

About the Author :
The CAIA Association is an independent, not-for-profit, global organization committed to education and professionalism in the field of alternative investments. It offers two exams (Level I and Level II) to financial professionals in this growing field. Upon successful completion, individuals are designated Chartered Alternative Investment Analyst (CAIA) Charter Holders. The CAIA Association has members from over eighty countries on six continents. Keith H. Black, PhD, CAIA, is the Associate Director of the Level II Curriculum at the CAIA Association. He was previously an associate at Ennis Knupp and, before that, an assistant professor at Illinois Institute of Technology. Donald R. Chambers, PhD, CAIA, is the Associate Director of the Level 1 Curriculum at the CAIA Association and is the Walter E. Hanson/KPMG Professor of Finance at Lafayette College in Easton, Pennsylvania. Dr. Chambers previously served as the director of alternative investments at Karpus Investment Management. Hossein Kazemi, PhD, is a Cofounder of and the Program Director for the CAIA Association. Dr. Kazemi is a Professor of Finance at the University of Massachusetts Amherst, an Associate Director of the Center for International Securities and Derivatives Markets, and an Associate Editor of the Journal of Alternative Investments.


Best Sellers


Product Details
  • ISBN-13: 9781118447284
  • Publisher: John Wiley & Sons Inc
  • Publisher Imprint: John Wiley & Sons Inc
  • Edition: Revised edition
  • No of Pages: 720
  • ISBN-10: 111844728X
  • Publisher Date: 06 Sep 2012
  • Binding: Digital (delivered electronically)
  • Language: English
  • Sub Title: Advanced Core Topics in Alternative Investments


Similar Products

Add Photo
Add Photo

Customer Reviews

REVIEWS      0     
Click Here To Be The First to Review this Product
CAIA Level II: Advanced Core Topics in Alternative Investments
John Wiley & Sons Inc -
CAIA Level II: Advanced Core Topics in Alternative Investments
Writing guidlines
We want to publish your review, so please:
  • keep your review on the product. Review's that defame author's character will be rejected.
  • Keep your review focused on the product.
  • Avoid writing about customer service. contact us instead if you have issue requiring immediate attention.
  • Refrain from mentioning competitors or the specific price you paid for the product.
  • Do not include any personally identifiable information, such as full names.

CAIA Level II: Advanced Core Topics in Alternative Investments

Required fields are marked with *

Review Title*
Review
    Add Photo Add up to 6 photos
    Would you recommend this product to a friend?
    Tag this Book Read more
    Does your review contain spoilers?
    What type of reader best describes you?
    I agree to the terms & conditions
    You may receive emails regarding this submission. Any emails will include the ability to opt-out of future communications.

    CUSTOMER RATINGS AND REVIEWS AND QUESTIONS AND ANSWERS TERMS OF USE

    These Terms of Use govern your conduct associated with the Customer Ratings and Reviews and/or Questions and Answers service offered by Bookswagon (the "CRR Service").


    By submitting any content to Bookswagon, you guarantee that:
    • You are the sole author and owner of the intellectual property rights in the content;
    • All "moral rights" that you may have in such content have been voluntarily waived by you;
    • All content that you post is accurate;
    • You are at least 13 years old;
    • Use of the content you supply does not violate these Terms of Use and will not cause injury to any person or entity.
    You further agree that you may not submit any content:
    • That is known by you to be false, inaccurate or misleading;
    • That infringes any third party's copyright, patent, trademark, trade secret or other proprietary rights or rights of publicity or privacy;
    • That violates any law, statute, ordinance or regulation (including, but not limited to, those governing, consumer protection, unfair competition, anti-discrimination or false advertising);
    • That is, or may reasonably be considered to be, defamatory, libelous, hateful, racially or religiously biased or offensive, unlawfully threatening or unlawfully harassing to any individual, partnership or corporation;
    • For which you were compensated or granted any consideration by any unapproved third party;
    • That includes any information that references other websites, addresses, email addresses, contact information or phone numbers;
    • That contains any computer viruses, worms or other potentially damaging computer programs or files.
    You agree to indemnify and hold Bookswagon (and its officers, directors, agents, subsidiaries, joint ventures, employees and third-party service providers, including but not limited to Bazaarvoice, Inc.), harmless from all claims, demands, and damages (actual and consequential) of every kind and nature, known and unknown including reasonable attorneys' fees, arising out of a breach of your representations and warranties set forth above, or your violation of any law or the rights of a third party.


    For any content that you submit, you grant Bookswagon a perpetual, irrevocable, royalty-free, transferable right and license to use, copy, modify, delete in its entirety, adapt, publish, translate, create derivative works from and/or sell, transfer, and/or distribute such content and/or incorporate such content into any form, medium or technology throughout the world without compensation to you. Additionally,  Bookswagon may transfer or share any personal information that you submit with its third-party service providers, including but not limited to Bazaarvoice, Inc. in accordance with  Privacy Policy


    All content that you submit may be used at Bookswagon's sole discretion. Bookswagon reserves the right to change, condense, withhold publication, remove or delete any content on Bookswagon's website that Bookswagon deems, in its sole discretion, to violate the content guidelines or any other provision of these Terms of Use.  Bookswagon does not guarantee that you will have any recourse through Bookswagon to edit or delete any content you have submitted. Ratings and written comments are generally posted within two to four business days. However, Bookswagon reserves the right to remove or to refuse to post any submission to the extent authorized by law. You acknowledge that you, not Bookswagon, are responsible for the contents of your submission. None of the content that you submit shall be subject to any obligation of confidence on the part of Bookswagon, its agents, subsidiaries, affiliates, partners or third party service providers (including but not limited to Bazaarvoice, Inc.)and their respective directors, officers and employees.

    Accept


    Inspired by your browsing history


    Your review has been submitted!

    You've already reviewed this product!