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CAIA Level II - Advanced Core Topics in Alternative Investments, 2rd.pdf
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书籍名称：CAIA Level II - Advanced Core Topics in Alternative Investments
作者：Keith H. Black, Donald R. Chambers, Hossein Kazemi, etc
出版年份：2012, 2nd Edition
共718p，文字版（非扫描版）PDF
ISBN 978-1-118-36975-3
目录：
PrefaceAcknowledgments
About the Authors
CHAPTER 1 Introduction
PART ONE Asset Allocation and Portfolio Management
CHAPTER 2 The Endowment Model
CHAPTER 3 Risk Management for Endowment and Foundation Portfolios
CHAPTER 4 Pension Fund Portfolio Management
PART TWO Private Equity
CHAPTER 5 Private Equity Market Landscape
CHAPTER 6 Private Equity Fund Structure
CHAPTER 7 The Investment Process
CHAPTER 8 Private Equity Portfolio Design
CHAPTER 9 Fund Manager Selection Process
CHAPTER 10 Measuring Performance and Benchmarking in the Private Equity World
CHAPTER 11 Monitoring Private Equity Fund Investments
CHAPTER 12 Private Equity Fund Valuation
CHAPTER 13 Private Equity Fund Discount Rates
CHAPTER 14 The Management of Liquidity
PART THREE Real Assets
CHAPTER 15 Real Estate as an Investment
CHAPTER 16 Unsmoothing of Appraisal-Based Returns
CHAPTER 17 Core, Value-Added, and Opportunistic Real Estate
CHAPTER 18 Real Estate Indices
CHAPTER 19 Public versus Private Real Estate RisksCHAPTER 20 Portfolio Allocation within Real Estate
CHAPTER 21 Farmland and Timber Investments
CHAPTER 22 Investing in Intellectual Property
PART FOUR Commodities
CHAPTER 23 Key Concepts in Commodity Market Analysis
CHAPTER 24 Role of Commodities in Asset Allocation
CHAPTER 25 Methods of Delivering Commodity Alpha
CHAPTER 26 Methods of Delivering Commodity Beta: Indices, Swaps, Notes, and Hedge Funds
CHAPTER 27 Macroeconomic Determinants of Commodity Futures Returns
CHAPTER 28 Effective Risk Management Strategies for Commodity Portfolios
PART FIVE Hedge Funds and Managed Futures
CHAPTER 29 Structure of the Managed Futures Industry
CHAPTER 30 Managed Futures: Strategies and Sources of Return
CHAPTER 31 Risk and Performance Analysis in Managed Futures Strategies
CHAPTER 32 Structuring Investments in CTAs
CHAPTER 33 Hedge Fund Replication
CHAPTER 34 Convertible Arbitrage
CHAPTER 35 Global Macro and Currency Strategies
CHAPTER 36 Fundamental Equity Hedge Fund Strategies
CHAPTER 37 Quantitative Equity Hedge Fund Strategies
CHAPTER 38 Funds of Hedge Funds
CHAPTER 39 Regulation and Compliance
CHAPTER 40 Operational Due Diligence
References
Index
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