CAIA Level II : Advanced Core Topics in Alternative Investments
by Melissa Donohue; Urbi Garay (Instituto de Estudios Superiores de Administracion); Ernest Jaffarian (CAIA); Francois Lhabitant (Union Bancaire Privee); Pierre-Yves Mathonet (European Investment Fund ); Thomas Meyer (European Investment Fund); RichardFormat: Hardcover
Pub. Date: 2009-09-01
Publisher(s): Wiley
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Summary
This book covers the main areas of hedge funds, private equity, commodities, real estate and managed futures. The book shows readers how to use investment analytics to examine the fundamentals of each alternative asset and then shows the reader how to apply these analytics within an asset allocation and decision-making framework. It also incorporates segments on ethics and professional conduct. The book provides in-depth material on risk management and portfolio optimization, covering areas such as asset allocation & portfolio oversight style analysis risk management alternative asset securitization secondary market creation performance and style attribution indexation and benchmarking
Author Biography
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 professional analysts in this growing field so that, upon successful completion, the individuals hold the Chartered Alternative Investment Analyst (CAIA) designation. This certification has a great deal of prestige in the global community with members from overy sixty countries.
Table of Contents
| Preface | |
| Acknowledgments | |
| About the Authors | |
| Venture Capital And Private Equity | |
| Introduction | |
| Private Equity Market Landscape | |
| Routes into Private Equity | |
| Private Equity Funds Structure | |
| The Investment Process | |
| Private Equity Portfolio Design | |
| Fund Manager Selection Process | |
| Benchmarking in the Private Equity World | |
| Monitoring Private Equity Investments | |
| Private Equity Fund Valuation | |
| Private Equity Fund Discount Rate | |
| The Management of Liquidity | |
| References | |
| Commodities And Managed Futures | |
| Commodities | |
| Key Concepts in Commodity Market Analysis | |
| Role of Commodities in Asset Allocation | |
| Methods of Delivering Long Commodity Exposure | |
| Methods of Delivering Commodity Alpha | |
| Commodity Indices | |
| Investment Vehicles and Asset Allocation | |
| References | |
| Managed Events | |
| Managed Futures Industry Development and Regulation | |
| Managed Futures Strategies | |
| Risk and Performance Measurement in Managed Futures Strategies | |
| Benchmarking and Investment Products | |
| Investment Analysis in Managed Futures | |
| References | |
| Real Estate | |
| Real Estate Investments | |
| Real Estate Indices | |
| Real Estate Equity Valuation | |
| Real Estate Investment Risks and Due Diligence | |
| Residential and Commercial Mortgages | |
| Mortgage-Backed Securities | |
| Real Estate and Asset Allocation | |
| Alternative Real Estate Investment Vehicles | |
| Real Estate Development | |
| References | |
| Hedge Funds | |
| Introduction | |
| Convertible Arbitrage | |
| Global Macro | |
| Equity Long/Short | |
| Fund-of-Hedge-Funds and Investible Indices | |
| Strategy Specific Due Diligence | |
| Operational Risk | |
| References | |
| Index | |
| Table of Contents provided by Publisher. All Rights Reserved. |
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